+134.7%
CEG vs CARR
+10.4%
+124.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +12.1% | +3.5% | +8.6% | +10.5% |
| 30D | +0.2% | +0.4% | -0.1% | -0.1% |
| 3M | +0.7% | -14.1% | +14.8% | +7.4% |
| 6M | +2.2% | -16.7% | +18.9% | +9.7% |
| YTD | -20.3% | +4.2% | -24.5% | -24.3% |
| 1Y | -16.1% | -0.2% | -15.9% | -18.5% |
| 3Y | +134.7% | +10.9% | +123.8% | +115.2% |
| All | +134.7% | +10.4% | +124.2% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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