+593.1%
CEG vs CF
+101.9%
+491.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +12.1% | +4.8% | +7.3% | +11.6% |
| 30D | +0.2% | +4.7% | -4.5% | -0.2% |
| 3M | +0.7% | +7.4% | -6.7% | -0.1% |
| 6M | +2.2% | +0.6% | +1.7% | +1.9% |
| YTD | -20.3% | +64.1% | -84.4% | -26.5% |
| 1Y | -16.1% | +51.4% | -67.5% | -21.7% |
| 3Y | +134.7% | +67.8% | +66.9% | +113.2% |
| All | +593.1% | +101.9% | +491.1% | +567.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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