+134.7%
CEG vs SPG
+135.6%
-0.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +12.1% | +2.0% | +10.1% | +11.3% |
| 30D | +0.2% | +17.2% | -17.0% | -6.1% |
| 3M | +0.7% | +6.3% | -5.6% | -1.8% |
| 6M | +2.2% | +18.7% | -16.4% | -5.7% |
| YTD | -20.3% | +30.1% | -50.4% | -29.6% |
| 1Y | -16.1% | +32.8% | -48.8% | -26.6% |
| 3Y | +134.7% | +133.6% | +1.1% | +49.0% |
| All | +134.7% | +135.6% | -0.9% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling