+124.2%
CEG vs CF
+62.9%
+61.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.1% |
| 7D | +1.7% | +4.8% | -3.1% | +1.5% |
| 30D | -10.2% | +9.7% | -19.9% | -10.5% |
| 3M | -0.8% | +1.2% | -2.1% | -0.9% |
| 6M | -11.5% | +7.4% | -18.9% | -12.0% |
| YTD | -23.9% | +60.5% | -84.4% | -28.7% |
| 1Y | -25.4% | +50.7% | -76.1% | -29.6% |
| 3Y | +124.2% | +64.8% | +59.4% | +107.7% |
| All | +124.2% | +62.9% | +61.3% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling