-28.5%
CEG vs CFG
+27.1%
-55.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.4% |
| 7D | -4.7% | -0.9% | -3.8% | -4.7% |
| 30D | -16.6% | +1.1% | -17.6% | -16.7% |
| 3M | -4.1% | -12.0% | +7.9% | -2.9% |
| 6M | -22.3% | -2.2% | -20.1% | -23.5% |
| YTD | -28.9% | +11.4% | -40.3% | -31.0% |
| 1Y | -28.5% | +27.8% | -56.3% | -34.1% |
| All | -28.5% | +27.1% | -55.5% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling