-74.0%
CUE vs SPY
+79.4%
-153.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -2.6% |
| 7D | -5.9% | -0.9% | -5.0% | -4.2% |
| 30D | -24.2% | -2.4% | -21.8% | -20.9% |
| 3M | -33.9% | -1.2% | -32.8% | -32.5% |
| 6M | -40.4% | +3.3% | -43.7% | -42.7% |
| YTD | +103.9% | +12.3% | +91.6% | +76.8% |
| 1Y | -8.9% | +12.4% | -21.4% | -21.3% |
| All | -74.0% | +79.4% | -153.3% | -84.0% |
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