-30.4%
CEG vs ALL
+29.4%
-59.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.5% | +8.8% | +2.4% |
| 7D | -4.7% | -1.9% | -2.8% | -5.4% |
| 30D | -16.6% | +13.8% | -30.3% | -12.2% |
| 3M | -4.1% | -7.0% | +2.9% | -5.9% |
| 6M | -22.3% | +18.0% | -40.4% | -17.7% |
| YTD | -28.9% | +24.2% | -53.1% | -23.4% |
| All | -30.4% | +29.4% | -59.8% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling