+579.5%
CEG vs SPYM
+77.3%
+502.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +1.0% |
| 7D | +11.8% | -0.9% | +12.7% | +13.1% |
| 30D | -6.5% | -2.4% | -4.2% | -3.8% |
| 3M | -1.2% | -1.1% | 0.0% | +0.4% |
| 6M | -8.0% | +3.3% | -11.4% | -11.5% |
| YTD | -21.9% | +12.4% | -34.2% | -32.1% |
| 1Y | -21.4% | +12.5% | -34.0% | -31.6% |
| 3Y | +130.0% | +79.1% | +50.9% | +28.1% |
| All | +579.5% | +77.3% | +502.2% | +267.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling