+104.3%
CEG vs CP
+26.5%
+77.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.8% |
| 7D | -4.7% | +2.8% | -7.5% | -5.6% |
| 30D | -16.6% | +10.2% | -26.8% | -19.2% |
| 3M | -4.1% | +2.4% | -6.5% | -5.1% |
| 6M | -22.3% | +7.7% | -30.0% | -24.5% |
| YTD | -28.9% | +26.0% | -54.9% | -34.6% |
| 1Y | -28.5% | +34.6% | -63.1% | -35.8% |
| 3Y | +104.3% | +26.7% | +77.6% | +82.9% |
| All | +104.3% | +26.5% | +77.8% | +82.9% |
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