+130.1%
CEG vs ALL
+113.3%
+16.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | +11.8% | -2.6% | +14.4% | +11.6% |
| 30D | -6.5% | +12.7% | -19.2% | -5.5% |
| 3M | -1.2% | +0.4% | -1.5% | -0.7% |
| 6M | -8.0% | +23.8% | -31.8% | -7.6% |
| YTD | -21.9% | +27.8% | -49.7% | -21.6% |
| 1Y | -21.4% | +28.9% | -50.3% | -21.3% |
| All | +130.1% | +113.3% | +16.8% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling