-31.9%
CEG vs SPYG
+10.8%
-42.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -7.9% |
| 7D | -4.8% | -2.8% | -2.0% | -2.3% |
| 30D | -8.2% | -6.2% | -2.0% | -2.2% |
| 3M | -7.9% | -3.6% | -4.3% | -4.3% |
| 6M | -23.2% | +4.8% | -28.0% | -27.1% |
| YTD | -30.1% | +11.0% | -41.1% | -34.3% |
| 1Y | -31.9% | +11.2% | -43.1% | -36.0% |
| All | -31.9% | +10.8% | -42.7% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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