+598.5%
CEG vs CAPR
+240.2%
+358.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -8.7% | +11.5% | +2.9% |
| 7D | +17.8% | +19.1% | -1.2% | +17.6% |
| 30D | -4.5% | +48.8% | -53.4% | -4.9% |
| 3M | +1.5% | +144.4% | -142.9% | +0.4% |
| 6M | -3.5% | -67.5% | +64.0% | -3.3% |
| YTD | -19.7% | -64.5% | +44.8% | -19.6% |
| 1Y | -19.8% | +74.4% | -94.2% | -22.2% |
| 3Y | +136.4% | +265.7% | -129.3% | +110.8% |
| All | +598.5% | +240.2% | +358.3% | +547.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling