+639.7%
CEG vs SPG
+74.7%
+565.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.5% |
| 7D | +6.7% | 0.0% | +6.7% | +6.6% |
| 30D | +11.0% | -4.9% | +15.9% | +13.4% |
| 3M | +19.5% | +3.3% | +16.2% | +17.0% |
| 6M | -5.9% | +11.2% | -17.1% | -10.8% |
| YTD | -15.0% | +17.1% | -32.0% | -21.5% |
| 1Y | +0.6% | +21.6% | -20.9% | -9.2% |
| 3Y | +180.6% | +111.9% | +68.8% | +92.6% |
| All | +639.7% | +74.7% | +565.0% | +376.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling