+136.5%
CEG vs CI
+6.9%
+129.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +2.7% |
| 7D | +17.8% | -1.7% | +19.6% | +17.7% |
| 30D | -4.5% | +4.9% | -9.4% | -4.3% |
| 3M | +1.5% | +7.4% | -5.9% | +1.8% |
| 6M | -3.5% | +0.4% | -3.9% | -3.4% |
| YTD | -19.7% | +9.5% | -29.2% | -19.4% |
| 1Y | -19.8% | +12.0% | -31.7% | -19.5% |
| All | +136.5% | +6.9% | +129.6% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling