+134.7%
CEG vs CCI
+12.1%
+122.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.7% |
| 7D | +12.1% | +2.5% | +9.6% | +12.3% |
| 30D | +0.2% | +14.4% | -14.2% | +1.0% |
| 3M | +0.7% | +21.7% | -21.0% | +1.3% |
| 6M | +2.2% | +4.0% | -1.8% | +1.6% |
| YTD | -20.3% | +6.2% | -26.5% | -20.7% |
| 1Y | -16.1% | +5.4% | -21.5% | -16.6% |
| 3Y | +134.7% | +11.7% | +122.9% | +138.5% |
| All | +134.7% | +12.1% | +122.6% | +138.5% |
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