-4.6%
CEG vs SSPC
-27.8%
+23.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -17.3% | +21.6% | +3.2% |
| 7D | -4.7% | -4.7% | -0.1% | -4.7% |
| 30D | -16.6% | +36.7% | -53.3% | -15.1% |
| 3M | -4.1% | -49.4% | +45.3% | -3.5% |
| All | -4.6% | -27.8% | +23.2% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 5y: compounded portfolio wealth divided by compounded SSPC 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…
5y analysis · Full analysis span regression · Available span rolling