+607.3%
CEG vs CNC
-17.5%
+624.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -2.8% |
| 7D | +0.3% | -3.9% | +4.2% | +0.5% |
| 30D | +2.9% | +0.8% | +2.1% | +2.8% |
| 3M | +18.2% | +0.1% | +18.1% | +18.1% |
| 6M | -9.5% | +79.7% | -89.2% | -13.0% |
| YTD | -18.7% | +58.9% | -77.6% | -21.3% |
| 1Y | -10.1% | +109.1% | -119.3% | -14.9% |
| 3Y | +168.3% | 0.0% | +168.4% | +161.0% |
| All | +607.3% | -17.5% | +624.8% | +617.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 10y: compounded portfolio wealth divided by compounded CNC 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…
10y analysis · Full analysis span regression · 6 months rolling