+607.3%
CEG vs SPXS
-83.6%
+691.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -1.9% |
| 7D | +0.3% | +6.4% | -6.1% | +2.9% |
| 30D | +2.9% | +6.0% | -3.1% | +5.5% |
| 3M | +18.2% | -11.6% | +29.8% | +13.3% |
| 6M | -9.5% | -28.7% | +19.2% | -19.4% |
| YTD | -18.7% | -26.3% | +7.6% | -26.0% |
| 1Y | -10.1% | -34.9% | +24.8% | -20.9% |
| 3Y | +168.3% | -79.5% | +247.8% | +82.6% |
| All | +607.3% | -83.6% | +691.0% | +388.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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