+593.1%
CEG vs ACI
-34.9%
+627.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +12.1% | +2.3% | +9.8% | +12.1% |
| 30D | +0.2% | +1.2% | -1.0% | +0.1% |
| 3M | +0.7% | +6.8% | -6.1% | +0.3% |
| 6M | +2.2% | -18.7% | +21.0% | +4.2% |
| YTD | -20.3% | -20.2% | -0.1% | -18.9% |
| 1Y | -16.1% | -23.7% | +7.7% | -13.9% |
| 3Y | +134.7% | -31.6% | +166.3% | +141.9% |
| All | +593.1% | -34.9% | +627.9% | +601.9% |
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