+639.5%
CEG vs SPYM
+79.3%
+560.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.3% |
| 7D | +8.0% | +0.1% | +7.9% | +7.8% |
| 30D | +12.9% | +0.1% | +12.9% | +12.8% |
| 3M | +13.2% | +2.0% | +11.1% | +10.3% |
| 6M | -7.0% | +13.1% | -20.0% | -20.0% |
| YTD | -15.0% | +13.6% | -28.6% | -27.2% |
| 1Y | -2.7% | +20.1% | -22.8% | -21.6% |
| 3Y | +184.1% | +77.6% | +106.5% | +58.5% |
| All | +639.5% | +79.3% | +560.2% | +293.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling