+134.7%
CEG vs CB
+74.1%
+60.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.4% |
| 7D | +12.1% | +2.9% | +9.2% | +13.2% |
| 30D | +0.2% | +7.3% | -7.1% | +2.6% |
| 3M | +0.7% | +9.4% | -8.7% | +3.8% |
| 6M | +2.2% | +19.6% | -17.4% | +7.8% |
| YTD | -20.3% | +21.5% | -41.8% | -15.4% |
| 1Y | -16.1% | +28.0% | -44.1% | -10.2% |
| 3Y | +134.7% | +74.9% | +59.8% | +149.5% |
| All | +134.7% | +74.1% | +60.6% | +149.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling