+22.8%
CEW vs SPY
+1,010.6%
-987.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +1.3% | +0.1% | +1.3% | +1.3% |
| 3M | +3.3% | +2.0% | +1.3% | +2.8% |
| 6M | +4.9% | +13.0% | -8.2% | +2.0% |
| YTD | +6.2% | +13.5% | -7.4% | +3.1% |
| 1Y | +10.2% | +20.0% | -9.8% | +5.6% |
| 3Y | +25.3% | +77.2% | -51.9% | +9.3% |
| 5Y | +22.2% | +81.9% | -59.6% | +5.2% |
| 10Y | +29.2% | +314.1% | -284.9% | -12.3% |
| All | +22.8% | +1,010.6% | -987.8% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling