-31.9%
CEG vs SPYM
+14.7%
-46.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -8.8% |
| 7D | -4.8% | -0.7% | -4.1% | -3.9% |
| 30D | -8.2% | -1.1% | -7.1% | -6.7% |
| 3M | -7.9% | -0.3% | -7.6% | -7.2% |
| 6M | -23.2% | +7.3% | -30.6% | -30.1% |
| YTD | -30.1% | +13.4% | -43.5% | -38.8% |
| 1Y | -31.9% | +14.8% | -46.7% | -41.5% |
| All | -31.9% | +14.7% | -46.6% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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