+492.8%
CEG vs CP
+28.1%
+464.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | -9.4% | +6.1% | -15.5% | -11.7% |
| 30D | -20.2% | +9.8% | -30.0% | -23.5% |
| 3M | -9.5% | +2.7% | -12.2% | -10.8% |
| 6M | -25.0% | +12.8% | -37.8% | -29.2% |
| YTD | -31.9% | +28.2% | -60.0% | -39.5% |
| 1Y | -33.7% | +34.1% | -67.8% | -42.4% |
| 3Y | +108.7% | +28.9% | +79.8% | +78.0% |
| All | +492.8% | +28.1% | +464.6% | +396.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling