+639.5%
CEG vs SPYG
+87.0%
+552.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | +8.0% | +0.4% | +7.7% | +7.6% |
| 30D | +12.9% | -0.4% | +13.4% | +13.4% |
| 3M | +13.2% | +0.5% | +12.6% | +12.1% |
| 6M | -7.0% | +17.5% | -24.5% | -21.5% |
| YTD | -15.0% | +14.3% | -29.3% | -26.1% |
| 1Y | -2.7% | +21.7% | -24.4% | -20.0% |
| 3Y | +184.1% | +98.6% | +85.4% | +63.1% |
| All | +639.5% | +87.0% | +552.4% | +314.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling