+639.5%
CEG vs ALL
+134.5%
+504.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.0% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | +12.9% | -1.5% | +14.4% | +13.0% |
| 3M | +13.2% | +23.6% | -10.5% | +9.2% |
| 6M | -7.0% | +22.3% | -29.3% | -10.3% |
| YTD | -15.0% | +26.5% | -41.5% | -18.7% |
| 1Y | -2.7% | +27.0% | -29.7% | -7.2% |
| 3Y | +184.1% | +149.6% | +34.5% | +122.7% |
| All | +639.5% | +134.5% | +504.9% | +560.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling