-25.4%
CEG vs CG
-19.2%
-6.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.7% |
| 7D | +1.7% | +2.0% | -0.3% | +1.1% |
| 30D | -10.2% | +8.5% | -18.7% | -11.7% |
| 3M | -0.8% | -12.1% | +11.3% | +1.8% |
| 6M | -11.5% | -16.4% | +4.9% | -8.0% |
| YTD | -23.9% | -28.0% | +4.1% | -17.3% |
| 1Y | -25.4% | -18.9% | -6.5% | -21.9% |
| All | -25.4% | -19.2% | -6.2% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling