-2.7%
CEG vs SPOT
-21.9%
+19.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.0% | +4.9% |
| 7D | +8.0% | -0.9% | +9.0% | +8.0% |
| 30D | +12.9% | +12.5% | +0.5% | +12.6% |
| 3M | +13.2% | +9.9% | +3.3% | +12.9% |
| 6M | -7.0% | +1.6% | -8.6% | -6.6% |
| YTD | -15.0% | -6.6% | -8.4% | -16.2% |
| 1Y | -2.7% | -22.9% | +20.2% | -5.5% |
| All | -2.7% | -21.9% | +19.1% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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