+518.2%
CEG vs CF
+92.7%
+425.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.2% |
| 7D | -4.7% | -3.2% | -1.6% | -4.5% |
| 30D | -16.6% | +4.3% | -20.9% | -17.0% |
| 3M | -4.1% | +2.8% | -6.9% | -4.6% |
| 6M | -22.3% | +0.6% | -22.9% | -22.7% |
| YTD | -28.9% | +56.6% | -85.6% | -34.2% |
| 1Y | -28.5% | +49.6% | -78.1% | -33.4% |
| 3Y | +104.3% | +61.5% | +42.8% | +86.2% |
| All | +518.2% | +92.7% | +425.5% | +498.1% |
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