+593.1%
CEG vs SPMO
+123.7%
+469.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | +0.9% |
| 7D | +12.1% | +6.3% | +5.8% | +5.0% |
| 30D | +0.2% | -8.9% | +9.1% | +10.5% |
| 3M | +0.7% | -13.2% | +13.9% | +17.2% |
| 6M | +2.2% | -9.3% | +11.5% | +10.2% |
| YTD | -20.3% | +11.6% | -31.9% | -33.9% |
| 1Y | -16.1% | +13.4% | -29.5% | -31.5% |
| 3Y | +134.7% | +122.9% | +11.8% | -0.3% |
| All | +593.1% | +123.7% | +469.4% | +185.3% |
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