+593.1%
CEG vs CFG
+42.9%
+550.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +12.1% | +3.2% | +8.9% | +11.2% |
| 30D | +0.2% | +5.1% | -4.9% | -1.2% |
| 3M | +0.7% | -11.2% | +12.0% | +3.8% |
| 6M | +2.2% | +9.6% | -7.3% | -0.8% |
| YTD | -20.3% | +15.0% | -35.3% | -24.2% |
| 1Y | -16.1% | +29.9% | -45.9% | -23.1% |
| 3Y | +134.7% | +192.1% | -57.4% | +71.0% |
| All | +593.1% | +42.9% | +550.2% | +430.6% |
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