-40.2%
CEGX vs SPY
+23.8%
-63.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.3% |
| 7D | +2.7% | -0.4% | +3.0% | +3.4% |
| 30D | +16.8% | -1.4% | +18.2% | +21.1% |
| 3M | +29.7% | +3.7% | +26.0% | +16.0% |
| 6M | -28.1% | +13.0% | -41.1% | -48.3% |
| YTD | -43.8% | +12.4% | -56.2% | -58.3% |
| 1Y | -29.9% | +18.5% | -48.5% | -53.7% |
| All | -40.2% | +23.8% | -63.9% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling