+607.3%
CEG vs SPMO
+149.0%
+458.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -0.7% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +2.9% | -0.7% | +3.6% | +3.6% |
| 3M | +18.2% | +2.8% | +15.4% | +11.6% |
| 6M | -9.5% | +24.4% | -34.0% | -33.4% |
| YTD | -18.7% | +24.2% | -42.9% | -39.8% |
| 1Y | -10.1% | +24.5% | -34.6% | -33.2% |
| 3Y | +168.3% | +155.6% | +12.8% | -1.1% |
| All | +607.3% | +149.0% | +458.3% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling