-49.8%
CEGX vs SPY
+22.8%
-72.6%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -0.6% |
| 7D | +24.2% | +2.6% | +21.6% | +16.8% |
| 30D | -3.1% | -2.0% | -1.1% | +2.2% |
| 3M | -7.6% | -2.8% | -4.8% | +1.1% |
| 6M | -11.4% | +2.1% | -13.5% | -15.7% |
| YTD | -52.9% | +11.5% | -64.4% | -63.8% |
| 1Y | -49.6% | +13.5% | -63.1% | -63.1% |
| All | -49.8% | +22.8% | -72.6% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling