+104.3%
CEG vs SPOT
+255.6%
-151.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.7% |
| 7D | -4.7% | +1.6% | -6.4% | -5.1% |
| 30D | -16.6% | +17.6% | -34.1% | -19.8% |
| 3M | -4.1% | +26.9% | -31.1% | -10.0% |
| 6M | -22.3% | +41.8% | -64.1% | -30.0% |
| YTD | -28.9% | +3.8% | -32.8% | -30.5% |
| 1Y | -28.5% | -2.5% | -26.0% | -28.6% |
| 3Y | +104.3% | +260.6% | -156.3% | +38.3% |
| All | +104.3% | +255.6% | -151.3% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling