-43.5%
CEGX vs SPY
+23.0%
-66.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -3.9% |
| 7D | +0.1% | -2.0% | +2.1% | +5.7% |
| 30D | +4.1% | -1.7% | +5.8% | +9.0% |
| 3M | +32.8% | +4.7% | +28.1% | +14.8% |
| 6M | -29.5% | +12.5% | -42.0% | -48.7% |
| YTD | -46.9% | +11.7% | -58.6% | -60.0% |
| 1Y | -41.3% | +17.5% | -58.8% | -60.3% |
| All | -43.5% | +23.0% | -66.5% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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