+639.7%
CEG vs CPB
-43.6%
+683.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | +0.4% |
| 7D | +6.7% | -8.2% | +14.9% | +5.1% |
| 30D | +11.0% | -5.6% | +16.6% | +9.9% |
| 3M | +19.5% | +3.0% | +16.5% | +20.8% |
| 6M | -5.9% | -12.7% | +6.9% | -7.5% |
| YTD | -15.0% | -18.0% | +3.0% | -17.3% |
| 1Y | +0.6% | -31.7% | +32.4% | -5.0% |
| 3Y | +180.6% | -41.0% | +221.6% | +156.3% |
| All | +639.7% | -43.6% | +683.3% | +587.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling