-10.1%
CEG vs SPMO
+24.7%
-34.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -1.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +2.9% | -0.7% | +3.6% | +3.4% |
| 3M | +18.2% | +2.8% | +15.4% | +12.2% |
| 6M | -9.5% | +24.4% | -34.0% | -31.9% |
| YTD | -18.7% | +24.2% | -42.9% | -38.5% |
| 1Y | -10.1% | +24.5% | -34.6% | -31.0% |
| All | -10.1% | +24.7% | -34.8% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling