+582.9%
CEG vs CG
-3.9%
+586.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +6.6% | +3.9% | +8.0% |
| 7D | +7.3% | +3.0% | +4.3% | +6.0% |
| 30D | -7.4% | +10.1% | -17.5% | -11.0% |
| 3M | +2.5% | -10.8% | +13.3% | +6.2% |
| 6M | -8.8% | -15.2% | +6.4% | -4.1% |
| YTD | -21.5% | -26.9% | +5.4% | -13.4% |
| 1Y | -22.5% | -17.0% | -5.5% | -18.9% |
| 3Y | +133.3% | +54.6% | +78.7% | +91.2% |
| All | +582.9% | -3.9% | +586.8% | +513.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling