+582.9%
CEG vs SPOT
+186.0%
+396.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.0% | +9.4% | +10.3% |
| 7D | +7.3% | +2.5% | +4.8% | +6.8% |
| 30D | -7.4% | +15.1% | -22.5% | -9.8% |
| 3M | +2.5% | +24.8% | -22.3% | -2.0% |
| 6M | -8.8% | +45.8% | -54.6% | -15.7% |
| YTD | -21.5% | +4.9% | -26.4% | -23.4% |
| 1Y | -22.5% | -1.3% | -21.3% | -23.6% |
| 3Y | +133.3% | +257.7% | -124.4% | +89.4% |
| All | +582.9% | +186.0% | +396.9% | +419.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling