-2.7%
CEG vs CAI
-31.3%
+28.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.0% |
| 7D | +8.0% | -2.2% | +10.2% | +8.3% |
| 30D | +12.9% | +52.4% | -39.5% | +5.8% |
| 3M | +13.2% | +45.1% | -31.9% | +6.5% |
| 6M | -7.0% | +26.2% | -33.2% | -11.2% |
| YTD | -15.0% | -7.1% | -7.9% | -15.1% |
| 1Y | -2.7% | -31.0% | +28.3% | -0.2% |
| All | -2.7% | -31.3% | +28.5% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling