-92.1%
CUE vs SPY
+227.5%
-319.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.3% |
| 7D | -1.6% | +0.1% | -1.7% | -1.8% |
| 30D | +3.0% | +0.1% | +2.9% | +3.1% |
| 3M | -7.4% | +2.0% | -9.4% | -9.1% |
| 6M | +202.9% | +13.0% | +189.9% | +165.6% |
| YTD | +199.9% | +13.5% | +186.3% | +161.8% |
| 1Y | +16.5% | +20.0% | -3.4% | -4.6% |
| 3Y | -65.9% | +77.2% | -143.1% | -82.6% |
| 5Y | -92.3% | +81.9% | -174.1% | -96.1% |
| All | -92.1% | +227.5% | -319.7% | -97.8% |
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