+518.2%
CEG vs ACI
-36.3%
+554.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.7% | +4.4% |
| 7D | -4.7% | -2.2% | -2.5% | -4.7% |
| 30D | -16.6% | +10.3% | -26.9% | -17.1% |
| 3M | -4.1% | +7.2% | -11.3% | -4.6% |
| 6M | -22.3% | -18.0% | -4.3% | -21.2% |
| YTD | -28.9% | -22.0% | -6.9% | -27.6% |
| 1Y | -28.5% | -23.4% | -5.1% | -27.0% |
| 3Y | +104.3% | -35.8% | +140.1% | +113.4% |
| All | +518.2% | -36.3% | +554.5% | +526.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 5y: compounded portfolio wealth divided by compounded ACI 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…
5y analysis · Full analysis span regression · 6 months rolling