+492.8%
CEG vs COMP
+14.4%
+478.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.2% | +5.7% | -1.8% |
| 7D | -9.4% | -1.8% | -7.6% | -9.4% |
| 30D | -20.2% | -0.8% | -19.5% | -20.4% |
| 3M | -9.5% | -28.1% | +18.7% | -7.1% |
| 6M | -25.0% | +27.0% | -52.0% | -27.3% |
| YTD | -31.9% | -12.8% | -19.1% | -32.2% |
| 1Y | -33.7% | +4.9% | -38.5% | -35.1% |
| 3Y | +108.7% | +321.0% | -212.3% | +75.9% |
| All | +492.8% | +14.4% | +478.4% | +420.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling