+130.1%
CEG vs CAPR
+299.3%
-169.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +26.5% | -23.9% | +2.4% |
| 7D | +11.8% | +25.8% | -14.0% | +11.6% |
| 30D | -6.5% | +50.2% | -56.7% | -6.8% |
| 3M | -1.2% | +185.5% | -186.6% | -2.1% |
| 6M | -8.0% | -64.8% | +56.8% | -8.0% |
| YTD | -21.9% | -61.1% | +39.2% | -21.9% |
| 1Y | -21.4% | +81.0% | -102.4% | -23.0% |
| All | +130.1% | +299.3% | -169.2% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling