-62.0%
CUE vs SPY
+78.7%
-140.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.5% | +9.9% | +10.2% |
| 7D | +5.5% | +0.5% | +4.9% | +4.5% |
| 30D | +10.6% | -0.9% | +11.6% | +12.5% |
| 3M | +3.2% | +3.9% | -0.7% | -1.9% |
| 6M | +233.3% | +14.5% | +218.8% | +180.3% |
| YTD | +227.9% | +12.9% | +214.9% | +180.6% |
| 1Y | +28.7% | +19.4% | +9.3% | +3.4% |
| 3Y | -62.0% | +78.5% | -140.4% | -83.5% |
| All | -62.0% | +78.7% | -140.7% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling