+81.2%
SPY vs CEG
+717.3%
-636.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.1% |
| 7D | +0.1% | +8.0% | -7.9% | -1.1% |
| 30D | +0.1% | +12.9% | -12.9% | -1.9% |
| 3M | +2.0% | +13.2% | -11.2% | -0.1% |
| 6M | +13.0% | -7.0% | +20.0% | +13.4% |
| YTD | +13.5% | -15.0% | +28.5% | +15.2% |
| 1Y | +20.0% | -2.7% | +22.7% | +18.4% |
| 3Y | +77.2% | +184.1% | -106.9% | +33.7% |
| All | +81.2% | +717.3% | -636.1% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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