+639.5%
CEG vs CI
+27.4%
+612.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.0% |
| 7D | +8.0% | +1.3% | +6.7% | +7.9% |
| 30D | +12.9% | +4.4% | +8.5% | +12.4% |
| 3M | +13.2% | +0.7% | +12.5% | +12.9% |
| 6M | -7.0% | +0.3% | -7.3% | -7.3% |
| YTD | -15.0% | +3.8% | -18.8% | -15.6% |
| 1Y | -2.7% | -5.5% | +2.8% | -2.7% |
| 3Y | +184.1% | +8.1% | +176.0% | +166.0% |
| All | +639.5% | +27.4% | +612.1% | +558.3% |
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