+104.3%
CEG vs CG
+47.3%
+57.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +4.9% | +4.6% |
| 7D | -4.7% | -1.2% | -3.5% | -4.6% |
| 30D | -16.6% | +5.0% | -21.6% | -18.7% |
| 3M | -4.1% | -18.2% | +14.1% | +3.2% |
| 6M | -22.3% | -20.7% | -1.6% | -15.6% |
| YTD | -28.9% | -31.4% | +2.5% | -18.5% |
| 1Y | -28.5% | -22.3% | -6.2% | -22.9% |
| 3Y | +104.3% | +50.2% | +54.1% | +65.1% |
| All | +104.3% | +47.3% | +57.0% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling