+626.9%
CEG vs SPYM
+77.5%
+549.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.2% |
| 7D | +1.3% | -0.4% | +1.7% | +1.7% |
| 30D | +8.8% | -1.4% | +10.2% | +10.6% |
| 3M | +17.0% | +3.7% | +13.2% | +11.7% |
| 6M | -8.7% | +13.0% | -21.8% | -21.6% |
| YTD | -16.4% | +12.5% | -28.9% | -27.6% |
| 1Y | -1.8% | +18.6% | -20.4% | -19.7% |
| 3Y | +175.8% | +78.0% | +97.8% | +54.1% |
| All | +626.9% | +77.5% | +549.5% | +291.4% |
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