+136.5%
CEG vs CFG
+189.7%
-53.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.0% |
| 7D | +17.8% | +1.6% | +16.2% | +17.3% |
| 30D | -4.5% | +3.3% | -7.8% | -5.4% |
| 3M | +1.5% | -11.5% | +13.0% | +5.0% |
| 6M | -3.5% | +6.2% | -9.7% | -5.8% |
| YTD | -19.7% | +14.3% | -34.0% | -24.0% |
| 1Y | -19.8% | +26.7% | -46.5% | -26.8% |
| All | +136.5% | +189.7% | -53.2% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling