+518.2%
CEG vs CFG
+38.4%
+479.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | -4.7% | -0.9% | -3.8% | -4.6% |
| 30D | -16.6% | +1.1% | -17.6% | -16.9% |
| 3M | -4.1% | -12.0% | +7.9% | -1.0% |
| 6M | -22.3% | -2.2% | -20.1% | -22.2% |
| YTD | -28.9% | +11.4% | -40.3% | -31.8% |
| 1Y | -28.5% | +27.8% | -56.3% | -34.2% |
| 3Y | +104.3% | +173.3% | -69.0% | +51.4% |
| All | +518.2% | +38.4% | +479.8% | +377.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling