+518.2%
CEG vs SPGI
+20.5%
+497.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.6% |
| 7D | -4.7% | +0.3% | -5.0% | -5.0% |
| 30D | -16.6% | +18.4% | -34.9% | -21.9% |
| 3M | -4.1% | +15.7% | -19.8% | -9.8% |
| 6M | -22.3% | +17.3% | -39.6% | -28.0% |
| YTD | -28.9% | -4.7% | -24.2% | -28.4% |
| 1Y | -28.5% | +1.8% | -30.3% | -30.6% |
| 3Y | +104.3% | +31.7% | +72.6% | +68.9% |
| All | +518.2% | +20.5% | +497.7% | +422.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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