+607.3%
CEG vs BG
+44.2%
+563.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.9% |
| 7D | +0.3% | +3.7% | -3.4% | -0.4% |
| 30D | +2.9% | +12.3% | -9.5% | +0.6% |
| 3M | +18.2% | -2.2% | +20.4% | +18.4% |
| 6M | -9.5% | +5.3% | -14.9% | -11.0% |
| YTD | -18.7% | +42.4% | -61.1% | -25.0% |
| 1Y | -10.1% | +55.2% | -65.3% | -19.0% |
| 3Y | +168.3% | +21.0% | +147.4% | +149.7% |
| All | +607.3% | +44.2% | +563.1% | +535.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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