-21.4%
CEG vs SPXU
-28.1%
+6.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +0.9% |
| 7D | +11.8% | +1.5% | +10.3% | +13.0% |
| 30D | -6.5% | +6.4% | -12.9% | -3.2% |
| 3M | -1.2% | +4.2% | -5.4% | +2.0% |
| 6M | -8.0% | -7.8% | -0.3% | -9.0% |
| YTD | -21.9% | -27.5% | +5.6% | -26.2% |
| 1Y | -21.4% | -27.1% | +5.7% | -24.6% |
| All | -21.4% | -28.1% | +6.7% | -24.6% |
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