+598.5%
CEG vs ALL
+141.0%
+457.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.7% |
| 7D | +17.8% | 0.0% | +17.8% | +17.8% |
| 30D | -4.5% | +12.8% | -17.3% | -5.7% |
| 3M | +1.5% | +4.7% | -3.2% | +0.9% |
| 6M | -3.5% | +24.9% | -28.5% | -7.0% |
| YTD | -19.7% | +30.0% | -49.7% | -23.4% |
| 1Y | -19.8% | +29.9% | -49.7% | -23.5% |
| 3Y | +136.4% | +117.5% | +18.9% | +94.4% |
| All | +598.5% | +141.0% | +457.5% | +522.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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