+518.2%
CEG vs BIL
+19.5%
+498.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.2% |
| 7D | -4.7% | -0.3% | -4.5% | -3.7% |
| 30D | -16.6% | 0.0% | -16.6% | -16.3% |
| 3M | -4.1% | +0.3% | -4.4% | -5.2% |
| 6M | -22.3% | +1.2% | -23.6% | -25.6% |
| YTD | -28.9% | +2.5% | -31.4% | -34.8% |
| 1Y | -28.5% | +3.0% | -31.5% | -35.8% |
| 3Y | +104.3% | +13.2% | +91.1% | +24.5% |
| All | +518.2% | +19.5% | +498.8% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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