+626.9%
CEG vs BG
+43.0%
+584.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | +1.3% | +0.5% | +0.8% | +1.2% |
| 30D | +8.8% | +10.3% | -1.5% | +6.8% |
| 3M | +17.0% | -1.9% | +18.9% | +17.1% |
| 6M | -8.7% | +5.2% | -14.0% | -10.2% |
| YTD | -16.4% | +41.2% | -57.6% | -22.7% |
| 1Y | -1.8% | +50.5% | -52.3% | -10.8% |
| 3Y | +175.8% | +19.9% | +155.9% | +157.1% |
| All | +626.9% | +43.0% | +584.0% | +553.9% |
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