+626.9%
CEG vs SPMO
+153.7%
+473.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +1.3% | +2.7% | -1.4% | -1.6% |
| 30D | +8.8% | +1.1% | +7.8% | +7.4% |
| 3M | +17.0% | +2.0% | +14.9% | +11.7% |
| 6M | -8.7% | +26.5% | -35.3% | -34.1% |
| YTD | -16.4% | +26.5% | -42.9% | -39.4% |
| 1Y | -1.8% | +27.9% | -29.7% | -29.2% |
| 3Y | +175.8% | +160.4% | +15.4% | -0.4% |
| All | +626.9% | +153.7% | +473.3% | +161.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling