+187.4%
CEG vs CP
+17.1%
+170.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | +8.0% | -2.7% | +10.7% | +8.9% |
| 30D | +12.9% | +0.2% | +12.8% | +12.8% |
| 3M | +13.2% | +2.6% | +10.6% | +11.9% |
| 6M | -7.0% | +6.0% | -13.0% | -9.2% |
| YTD | -15.0% | +24.9% | -39.9% | -21.7% |
| 1Y | -2.7% | +20.1% | -22.8% | -9.3% |
| All | +187.4% | +17.1% | +170.3% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling