+593.0%
CEG vs SPXS
-83.5%
+676.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.2% |
| 7D | +12.1% | -7.5% | +19.6% | +9.0% |
| 30D | +0.2% | +5.3% | -5.1% | +3.2% |
| 3M | +0.7% | +9.7% | -9.0% | +6.1% |
| 6M | +2.2% | -4.6% | +6.8% | +3.0% |
| YTD | -20.3% | -25.8% | +5.4% | -26.3% |
| 1Y | -16.1% | -28.8% | +12.7% | -23.2% |
| 3Y | +134.7% | -80.2% | +214.8% | +59.3% |
| All | +593.0% | -83.5% | +676.6% | +386.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling