+598.5%
CEG vs CNC
-11.3%
+609.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.8% |
| 7D | +17.8% | -5.3% | +23.1% | +18.0% |
| 30D | -4.5% | +2.0% | -6.6% | -4.7% |
| 3M | +1.5% | +4.8% | -3.3% | +1.2% |
| 6M | -3.5% | +18.5% | -22.0% | -4.5% |
| YTD | -19.7% | +70.8% | -90.5% | -22.6% |
| 1Y | -19.8% | +94.1% | -113.9% | -23.4% |
| 3Y | +136.4% | -2.2% | +138.6% | +136.1% |
| All | +598.5% | -11.3% | +609.8% | +605.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling