-16.1%
CEG vs SPYG
+8.5%
-24.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | +0.1% |
| 7D | +12.1% | +2.3% | +9.8% | +9.9% |
| 30D | +0.2% | -6.5% | +6.7% | +6.4% |
| 3M | +0.7% | -6.8% | +7.6% | +7.8% |
| 6M | +2.2% | -3.1% | +5.4% | +5.3% |
| YTD | -20.3% | +8.0% | -28.3% | -22.5% |
| 1Y | -16.1% | +10.2% | -26.3% | -21.3% |
| All | -16.1% | +8.5% | -24.5% | -21.3% |
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