+626.9%
CEG vs ACI
-41.7%
+668.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.6% |
| 7D | +1.3% | -5.0% | +6.4% | +1.7% |
| 30D | +8.8% | -2.3% | +11.2% | +9.0% |
| 3M | +17.0% | -23.2% | +40.2% | +19.4% |
| 6M | -8.7% | -29.5% | +20.8% | -6.1% |
| YTD | -16.4% | -28.6% | +12.2% | -14.3% |
| 1Y | -1.8% | -34.0% | +32.3% | +1.8% |
| 3Y | +175.8% | -45.0% | +220.8% | +196.1% |
| All | +626.9% | -41.7% | +668.7% | +641.2% |
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