+124.2%
CEG vs CP
+31.7%
+92.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -2.9% |
| 7D | +1.7% | +2.8% | -1.2% | +0.8% |
| 30D | -10.2% | +11.0% | -21.2% | -13.2% |
| 3M | -0.8% | +3.8% | -4.7% | -2.2% |
| 6M | -11.5% | +9.5% | -21.0% | -14.4% |
| YTD | -23.9% | +28.2% | -52.1% | -30.3% |
| 1Y | -25.4% | +33.0% | -58.4% | -32.6% |
| 3Y | +124.2% | +35.5% | +88.6% | +101.6% |
| All | +124.2% | +31.7% | +92.4% | +101.6% |
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