-21.4%
CEG vs CI
+18.5%
-39.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.5% |
| 7D | +11.8% | -1.3% | +13.1% | +11.7% |
| 30D | -6.5% | +6.4% | -12.9% | -6.1% |
| 3M | -1.2% | +10.7% | -11.8% | -0.8% |
| 6M | -8.0% | +5.5% | -13.5% | -7.8% |
| YTD | -21.9% | +11.4% | -33.3% | -22.3% |
| 1Y | -21.4% | +15.0% | -36.5% | -22.4% |
| All | -21.4% | +18.5% | -39.9% | -22.4% |
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