+639.5%
CEG vs CF
+115.2%
+524.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.1% | +5.2% |
| 7D | +8.0% | +6.0% | +2.0% | +7.4% |
| 30D | +12.9% | +14.8% | -1.9% | +11.3% |
| 3M | +13.2% | +14.1% | -0.9% | +11.5% |
| 6M | -7.0% | +28.5% | -35.5% | -10.6% |
| YTD | -15.0% | +74.9% | -89.9% | -22.0% |
| 1Y | -2.7% | +61.7% | -64.4% | -10.0% |
| 3Y | +184.1% | +80.3% | +103.7% | +155.9% |
| All | +639.5% | +115.2% | +524.2% | +608.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling