-92.2%
CUE vs SPY
+79.8%
-171.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.6% | -7.6% | -7.3% |
| 7D | +1.2% | -2.0% | +3.2% | +4.3% |
| 30D | -0.8% | -1.7% | +0.8% | +2.0% |
| 3M | +0.5% | +4.7% | -4.2% | -5.6% |
| 6M | +201.1% | +12.5% | +188.6% | +159.9% |
| YTD | +206.0% | +11.7% | +194.3% | +166.8% |
| 1Y | +22.5% | +17.5% | +5.0% | 0.0% |
| 3Y | -64.5% | +76.6% | -141.1% | -83.9% |
| 5Y | -92.2% | +82.0% | -174.2% | -96.4% |
| All | -92.2% | +79.8% | -171.9% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling