+626.9%
CEG vs SPYG
+85.4%
+541.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | +1.3% | +0.3% | +1.0% | +1.0% |
| 30D | +8.8% | -1.7% | +10.5% | +10.6% |
| 3M | +17.0% | +3.6% | +13.3% | +12.4% |
| 6M | -8.7% | +16.6% | -25.3% | -22.4% |
| YTD | -16.4% | +13.4% | -29.8% | -26.7% |
| 1Y | -1.8% | +19.6% | -21.3% | -17.7% |
| 3Y | +175.8% | +99.8% | +76.0% | +58.2% |
| All | +626.9% | +85.4% | +541.5% | +310.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling