+180.6%
CEG vs SPXS
-80.2%
+260.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | +0.9% |
| 7D | +6.7% | -1.5% | +8.2% | +5.8% |
| 30D | +11.0% | +3.7% | +7.3% | +13.2% |
| 3M | +19.5% | -9.6% | +29.1% | +14.4% |
| 6M | -5.9% | -32.4% | +26.5% | -21.6% |
| YTD | -15.0% | -28.7% | +13.7% | -26.3% |
| 1Y | +0.6% | -38.1% | +38.7% | -17.6% |
| 3Y | +180.6% | -80.1% | +260.7% | +64.5% |
| All | +180.6% | -80.2% | +260.8% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling