+598.5%
CEG vs BG
+15.8%
+582.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.8% |
| 7D | +17.8% | +1.5% | +16.4% | +17.6% |
| 30D | -4.5% | -7.0% | +2.5% | -3.4% |
| 3M | +1.5% | -10.0% | +11.5% | +3.1% |
| 6M | -3.5% | -19.8% | +16.3% | -0.2% |
| YTD | -19.7% | +14.3% | -34.0% | -23.0% |
| 1Y | -19.8% | +6.5% | -26.3% | -22.0% |
| 3Y | +136.4% | +4.4% | +132.1% | +124.0% |
| All | +598.5% | +15.8% | +582.7% | +551.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling