+639.5%
CEG vs CAPR
+212.3%
+427.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.9% |
| 7D | +8.0% | -2.0% | +10.0% | +8.0% |
| 30D | +12.9% | +139.2% | -126.2% | +11.9% |
| 3M | +13.2% | -66.4% | +79.5% | +13.5% |
| 6M | -7.0% | -63.1% | +56.1% | -6.8% |
| YTD | -15.0% | -67.4% | +52.4% | -14.7% |
| 1Y | -2.7% | +58.2% | -61.0% | -5.6% |
| 3Y | +184.1% | +42.2% | +141.9% | +160.4% |
| All | +639.5% | +212.3% | +427.2% | +586.8% |
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 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