+579.5%
CEG vs CB
+101.0%
+478.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | +11.8% | -1.0% | +12.8% | +11.9% |
| 30D | -6.5% | +7.3% | -13.8% | -6.9% |
| 3M | -1.2% | +7.0% | -8.2% | -1.6% |
| 6M | -8.0% | +16.3% | -24.4% | -9.6% |
| YTD | -21.9% | +19.7% | -41.6% | -23.8% |
| 1Y | -21.4% | +27.8% | -49.2% | -24.3% |
| 3Y | +130.0% | +72.0% | +58.0% | +95.1% |
| All | +579.5% | +101.0% | +478.5% | +428.4% |
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