+5.4%
CEG vs SPCH
-54.8%
+60.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +12.0% | -1.5% | +9.5% |
| 7D | +7.3% | +6.2% | +1.1% | +6.5% |
| 30D | -7.4% | -28.1% | +20.7% | -6.6% |
| 3M | +2.5% | -0.5% | +2.9% | +2.9% |
| All | +5.4% | -54.8% | +60.2% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 SPCH 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 · Available span rolling