+134.7%
CEG vs SPOT
+260.4%
-125.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -1.2% |
| 7D | +12.1% | +1.6% | +10.5% | +11.7% |
| 30D | +0.2% | +16.9% | -16.7% | -3.4% |
| 3M | +0.7% | +23.0% | -22.2% | -4.6% |
| 6M | +2.2% | +42.2% | -39.9% | -7.7% |
| YTD | -20.3% | +5.5% | -25.8% | -22.3% |
| 1Y | -16.1% | -5.1% | -11.0% | -15.3% |
| 3Y | +134.7% | +257.9% | -123.2% | +61.6% |
| All | +134.7% | +260.4% | -125.7% | +61.6% |
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