+19.8%
CEW vs SPY
+984.0%
-964.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | -0.3% | -3.7% | +3.4% | +0.5% |
| 3M | -1.3% | -2.7% | +1.4% | -0.7% |
| 6M | +0.1% | +2.2% | -2.1% | -0.5% |
| YTD | +3.6% | +10.8% | -7.2% | +1.1% |
| 1Y | +5.0% | +11.2% | -6.2% | +2.4% |
| 3Y | +21.9% | +76.5% | -54.6% | +6.3% |
| 5Y | +22.3% | +72.9% | -50.6% | +6.5% |
| 10Y | +28.9% | +304.8% | -276.0% | -12.1% |
| All | +19.8% | +984.0% | -964.2% | -41.4% |
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