-28.5%
CEG vs CI
+15.7%
-44.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +4.0% |
| 7D | -4.7% | -1.6% | -3.2% | -4.9% |
| 30D | -16.6% | +5.4% | -22.0% | -16.4% |
| 3M | -4.1% | +7.3% | -11.4% | -4.0% |
| 6M | -22.3% | +5.3% | -27.6% | -22.5% |
| YTD | -28.9% | +8.5% | -37.4% | -29.3% |
| 1Y | -28.5% | +17.1% | -45.6% | -27.8% |
| All | -28.5% | +15.7% | -44.1% | -27.8% |
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