-31.9%
CEG vs CI
+21.2%
-53.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.4% | -10.1% | -6.3% |
| 7D | -4.8% | +3.5% | -8.3% | -4.4% |
| 30D | -8.2% | +12.6% | -20.8% | -7.6% |
| 3M | -7.9% | +12.1% | -20.0% | -7.5% |
| 6M | -23.2% | +10.6% | -33.8% | -23.2% |
| YTD | -30.1% | +12.8% | -43.0% | -30.3% |
| 1Y | -31.9% | +18.0% | -49.9% | -31.9% |
| All | -31.9% | +21.2% | -53.1% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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