+104.3%
CEG vs SPG
+124.5%
-20.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.0% |
| 7D | -4.7% | +4.9% | -9.6% | -6.6% |
| 30D | -16.6% | +15.6% | -32.2% | -21.5% |
| 3M | -4.1% | +4.1% | -8.2% | -5.8% |
| 6M | -22.3% | +13.6% | -35.9% | -27.0% |
| YTD | -28.9% | +27.5% | -56.5% | -36.8% |
| 1Y | -28.5% | +32.2% | -60.7% | -37.5% |
| 3Y | +104.3% | +126.0% | -21.7% | +31.3% |
| All | +104.3% | +124.5% | -20.3% | +31.3% |
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