+639.5%
CEG vs SPOT
+154.7%
+484.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.0% | +5.4% |
| 7D | +8.0% | -0.9% | +9.0% | +8.2% |
| 30D | +12.9% | +12.5% | +0.5% | +10.4% |
| 3M | +13.2% | +9.9% | +3.3% | +10.7% |
| 6M | -7.0% | +1.6% | -8.6% | -8.1% |
| YTD | -15.0% | -6.6% | -8.4% | -15.1% |
| 1Y | -2.7% | -22.9% | +20.2% | +0.7% |
| 3Y | +184.1% | +244.3% | -60.2% | +133.6% |
| All | +639.5% | +154.7% | +484.8% | +476.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling