+639.5%
CEG vs CG
+6.7%
+632.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.5% |
| 7D | +8.0% | -4.3% | +12.3% | +9.7% |
| 30D | +12.9% | -5.1% | +18.0% | +14.8% |
| 3M | +13.2% | +8.7% | +4.5% | +8.7% |
| 6M | -7.0% | -9.2% | +2.2% | -4.6% |
| YTD | -15.0% | -18.9% | +3.9% | -9.5% |
| 1Y | -2.7% | -25.6% | +22.9% | +6.8% |
| 3Y | +184.1% | +57.3% | +126.8% | +130.6% |
| All | +639.5% | +6.7% | +632.8% | +541.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling