+216.5%
C vs CEG
+130.7%
+85.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.2% |
| 7D | -0.4% | +11.8% | -12.2% | -2.0% |
| 30D | -5.3% | -6.5% | +1.2% | -4.6% |
| 3M | -8.0% | -1.2% | -6.9% | -8.3% |
| 6M | -0.3% | -8.0% | +7.8% | +0.1% |
| YTD | +8.6% | -21.9% | +30.5% | +10.7% |
| 1Y | +25.8% | -21.4% | +47.3% | +27.8% |
| All | +216.5% | +130.7% | +85.8% | +184.6% |
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