+518.2%
CEG vs CAPR
+199.0%
+319.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.7% | -0.4% | +4.3% |
| 7D | -4.7% | +41.1% | -45.8% | -5.0% |
| 30D | -16.6% | +11.1% | -27.7% | -16.7% |
| 3M | -4.1% | +115.3% | -119.4% | -5.0% |
| 6M | -22.3% | -73.8% | +51.5% | -22.0% |
| YTD | -28.9% | -68.8% | +39.9% | -28.7% |
| 1Y | -28.5% | +43.3% | -71.8% | -30.3% |
| 3Y | +104.3% | +214.7% | -110.4% | +82.6% |
| All | +518.2% | +199.0% | +319.2% | +474.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling