+518.2%
CEG vs CB
+98.1%
+420.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.4% |
| 7D | -4.7% | +0.2% | -5.0% | -4.8% |
| 30D | -16.6% | +9.1% | -25.6% | -17.1% |
| 3M | -4.1% | +3.4% | -7.5% | -4.4% |
| 6M | -22.3% | +14.1% | -36.4% | -23.6% |
| YTD | -28.9% | +18.0% | -46.9% | -30.6% |
| 1Y | -28.5% | +30.1% | -58.6% | -31.5% |
| 3Y | +104.3% | +71.8% | +32.5% | +72.3% |
| All | +518.2% | +98.1% | +420.1% | +381.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling