+134.7%
CEG vs CG
+46.4%
+88.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | +12.1% | +0.2% | +11.9% | +12.0% |
| 30D | +0.2% | +11.2% | -10.9% | -4.6% |
| 3M | +0.7% | -22.1% | +22.8% | +10.9% |
| 6M | +2.2% | -17.9% | +20.2% | +9.4% |
| YTD | -20.3% | -31.3% | +11.0% | -8.6% |
| 1Y | -16.1% | -24.0% | +7.9% | -8.5% |
| 3Y | +134.7% | +45.0% | +89.7% | +93.5% |
| All | +134.7% | +46.4% | +88.3% | +93.5% |
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