+562.3%
CEG vs COMP
+23.9%
+538.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.4% | +4.4% | -2.3% |
| 7D | +1.7% | +7.2% | -5.5% | +1.0% |
| 30D | -10.2% | +6.4% | -16.6% | -10.8% |
| 3M | -0.8% | -19.4% | +18.6% | +0.8% |
| 6M | -11.5% | +14.6% | -26.1% | -13.3% |
| YTD | -23.9% | -5.5% | -18.4% | -24.8% |
| 1Y | -25.4% | +13.7% | -39.1% | -27.5% |
| 3Y | +124.2% | +409.7% | -285.5% | +86.0% |
| All | +562.3% | +23.9% | +538.3% | +477.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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