+604.3%
CEG vs AU
+539.2%
+65.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -4.8% | -4.3% | -0.5% | -3.9% |
| 30D | +2.3% | +7.3% | -5.0% | +0.4% |
| 3M | +15.6% | +26.3% | -10.7% | +9.2% |
| 6M | -5.0% | +1.8% | -6.8% | -6.9% |
| YTD | -19.0% | +26.8% | -45.8% | -24.9% |
| 1Y | -10.0% | +66.7% | -76.6% | -21.4% |
| 3Y | +163.9% | +579.1% | -415.1% | +66.4% |
| All | +604.3% | +539.2% | +65.1% | +341.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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