+104.3%
CEG vs ALL
+105.5%
-1.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.5% | +8.8% | +3.8% |
| 7D | -4.7% | -1.9% | -2.8% | -4.9% |
| 30D | -16.6% | +13.8% | -30.3% | -15.8% |
| 3M | -4.1% | -7.0% | +2.9% | -4.2% |
| 6M | -22.3% | +18.0% | -40.4% | -22.2% |
| YTD | -28.9% | +24.2% | -53.1% | -29.0% |
| 1Y | -28.5% | +31.2% | -59.6% | -28.9% |
| 3Y | +104.3% | +107.5% | -3.2% | +74.2% |
| All | +104.3% | +105.5% | -1.2% | +74.2% |
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