-94.7%
CUE vs SPY
+223.9%
-318.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -2.3% |
| 7D | -5.9% | -0.9% | -5.0% | -4.4% |
| 30D | -24.2% | -2.4% | -21.8% | -21.3% |
| 3M | -33.9% | -1.2% | -32.8% | -32.7% |
| 6M | -40.4% | +3.3% | -43.7% | -42.2% |
| YTD | +103.9% | +12.3% | +91.6% | +80.8% |
| 1Y | -8.9% | +12.4% | -21.4% | -19.4% |
| 3Y | -73.1% | +78.8% | -151.9% | -86.4% |
| 5Y | -95.9% | +75.2% | -171.0% | -97.8% |
| All | -94.7% | +223.9% | -318.6% | -98.5% |
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 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