+639.5%
CEG vs BIL
+19.4%
+620.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.8% | +4.8% |
| 7D | +8.0% | +0.1% | +7.9% | +7.7% |
| 30D | +12.9% | +0.3% | +12.6% | +11.7% |
| 3M | +13.2% | +0.9% | +12.2% | +9.5% |
| 6M | -7.0% | +1.8% | -8.8% | -12.8% |
| YTD | -15.0% | +2.4% | -17.4% | -22.0% |
| 1Y | -2.7% | +3.7% | -6.5% | -14.7% |
| 3Y | +184.1% | +14.2% | +169.9% | +63.6% |
| All | +639.5% | +19.4% | +620.0% | +151.1% |
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