+639.7%
CEG vs A
+7.9%
+631.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.9% |
| 7D | +6.7% | -2.1% | +8.7% | +7.4% |
| 30D | +11.0% | +0.6% | +10.4% | +10.7% |
| 3M | +19.5% | +10.9% | +8.6% | +15.1% |
| 6M | -5.9% | +28.2% | -34.0% | -14.6% |
| YTD | -15.0% | +8.6% | -23.5% | -18.0% |
| 1Y | +0.6% | +15.5% | -14.9% | -5.4% |
| 3Y | +180.6% | +31.8% | +148.8% | +141.6% |
| All | +639.7% | +7.9% | +631.8% | +587.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling