+518.2%
CEG vs CPB
-39.3%
+557.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.0% |
| 7D | -4.7% | +8.0% | -12.7% | -3.0% |
| 30D | -16.6% | +22.4% | -39.0% | -12.6% |
| 3M | -4.1% | +3.8% | -8.0% | -2.4% |
| 6M | -22.3% | +13.7% | -36.0% | -19.2% |
| YTD | -28.9% | -11.7% | -17.2% | -29.2% |
| 1Y | -28.5% | -18.1% | -10.3% | -29.7% |
| 3Y | +104.3% | -34.7% | +139.0% | +90.2% |
| All | +518.2% | -39.3% | +557.5% | +488.7% |
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