+562.3%
CEG vs CI
+37.5%
+524.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.6% | -3.2% |
| 7D | +1.7% | +2.6% | -0.9% | +1.4% |
| 30D | -10.2% | +7.3% | -17.5% | -10.8% |
| 3M | -0.8% | +9.5% | -10.3% | -1.8% |
| 6M | -11.5% | +6.4% | -18.0% | -12.3% |
| YTD | -23.9% | +12.0% | -35.9% | -25.0% |
| 1Y | -25.4% | +20.1% | -45.5% | -27.1% |
| 3Y | +124.2% | +9.6% | +114.6% | +112.9% |
| All | +562.3% | +37.5% | +524.8% | +485.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling