+180.6%
CEG vs SPYG
+100.8%
+79.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.7% |
| 7D | +6.7% | +1.2% | +5.5% | +5.0% |
| 30D | +11.0% | -1.6% | +12.5% | +13.1% |
| 3M | +19.5% | +3.4% | +16.1% | +13.6% |
| 6M | -5.9% | +18.9% | -24.8% | -26.7% |
| YTD | -15.0% | +13.8% | -28.8% | -29.4% |
| 1Y | +0.6% | +20.6% | -20.0% | -22.4% |
| 3Y | +180.6% | +100.5% | +80.1% | +26.6% |
| All | +180.6% | +100.8% | +79.9% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling