+104.3%
CEG vs CCI
+6.3%
+98.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +4.1% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | -16.6% | +28.4% | -45.0% | -15.6% |
| 3M | -4.1% | +20.0% | -24.1% | -3.6% |
| 6M | -22.3% | +0.8% | -23.1% | -23.0% |
| YTD | -28.9% | +3.6% | -32.5% | -29.4% |
| 1Y | -28.5% | +6.1% | -34.5% | -28.5% |
| 3Y | +104.3% | +7.2% | +97.1% | +104.4% |
| All | +104.3% | +6.3% | +98.0% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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