+593.1%
CEG vs CB
+103.9%
+489.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.8% |
| 7D | +12.1% | +2.9% | +9.2% | +12.0% |
| 30D | +0.2% | +7.3% | -7.1% | -0.2% |
| 3M | +0.7% | +9.4% | -8.7% | +0.1% |
| 6M | +2.2% | +19.6% | -17.4% | +0.2% |
| YTD | -20.3% | +21.5% | -41.8% | -22.3% |
| 1Y | -16.1% | +28.0% | -44.1% | -19.0% |
| 3Y | +134.7% | +74.9% | +59.8% | +98.8% |
| All | +593.1% | +103.9% | +489.1% | +438.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling