-1.8%
CEG vs SPXU
-37.3%
+35.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.1% |
| 7D | +1.3% | +1.3% | +0.1% | +1.9% |
| 30D | +8.8% | +5.1% | +3.7% | +11.5% |
| 3M | +17.0% | -9.1% | +26.1% | +12.7% |
| 6M | -8.7% | -29.6% | +20.9% | -19.4% |
| YTD | -16.4% | -27.7% | +11.2% | -24.0% |
| 1Y | -1.8% | -37.0% | +35.2% | -19.9% |
| All | -1.8% | -37.3% | +35.6% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling