+518.2%
CEG vs CI
+33.1%
+485.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +4.5% |
| 7D | -4.7% | -1.6% | -3.2% | -4.7% |
| 30D | -16.6% | +5.4% | -22.0% | -17.1% |
| 3M | -4.1% | +7.3% | -11.4% | -4.9% |
| 6M | -22.3% | +5.3% | -27.6% | -23.0% |
| YTD | -28.9% | +8.5% | -37.4% | -29.8% |
| 1Y | -28.5% | +17.1% | -45.6% | -30.0% |
| 3Y | +104.3% | +1.4% | +102.9% | +97.6% |
| All | +518.2% | +33.1% | +485.1% | +447.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling