+639.5%
CEG vs SPG
+72.7%
+566.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.3% |
| 7D | +8.0% | -2.4% | +10.4% | +9.1% |
| 30D | +12.9% | -6.8% | +19.8% | +16.4% |
| 3M | +13.2% | +2.7% | +10.5% | +11.1% |
| 6M | -7.0% | +5.5% | -12.4% | -9.8% |
| YTD | -15.0% | +15.7% | -30.7% | -21.1% |
| 1Y | -2.7% | +20.9% | -23.6% | -12.0% |
| 3Y | +184.1% | +112.4% | +71.7% | +94.7% |
| All | +639.5% | +72.7% | +566.8% | +379.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling