+518.2%
CEG vs SPG
+90.3%
+427.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.9% |
| 7D | -4.7% | +4.9% | -9.6% | -6.8% |
| 30D | -16.6% | +15.6% | -32.2% | -21.9% |
| 3M | -4.1% | +4.1% | -8.2% | -6.0% |
| 6M | -22.3% | +13.6% | -35.9% | -27.1% |
| YTD | -28.9% | +27.5% | -56.5% | -36.9% |
| 1Y | -28.5% | +32.2% | -60.7% | -37.7% |
| 3Y | +104.3% | +126.0% | -21.7% | +36.3% |
| All | +518.2% | +90.3% | +427.9% | +283.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling