+265.0%
C vs CEG
+186.0%
+79.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -1.0% |
| 7D | +3.6% | +8.0% | -4.4% | +2.5% |
| 30D | +0.1% | +12.9% | -12.9% | -1.7% |
| 3M | +2.4% | +13.2% | -10.7% | +0.5% |
| 6M | +24.9% | -7.0% | +31.9% | +25.2% |
| YTD | +19.8% | -15.0% | +34.8% | +21.1% |
| 1Y | +44.9% | -2.7% | +47.6% | +42.9% |
| All | +265.0% | +186.0% | +79.0% | +203.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling