+626.9%
CEG vs SPXS
-83.9%
+710.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -1.1% |
| 7D | +1.3% | +1.2% | +0.1% | +1.8% |
| 30D | +8.8% | +5.2% | +3.7% | +11.2% |
| 3M | +17.0% | -9.2% | +26.1% | +13.4% |
| 6M | -8.7% | -29.6% | +20.9% | -19.1% |
| YTD | -16.4% | -27.6% | +11.2% | -24.5% |
| 1Y | -1.8% | -36.7% | +35.0% | -14.5% |
| 3Y | +175.8% | -79.8% | +255.6% | +86.2% |
| All | +626.9% | -83.9% | +710.9% | +397.7% |
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