+518.2%
CEG vs CPB
-40.1%
+558.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.5% | -6.6% | -2.6% |
| 6M | -22.3% | +12.2% | -34.5% | -19.4% |
| YTD | -28.9% | -12.8% | -16.1% | -29.3% |
| 1Y | -28.5% | -19.2% | -9.3% | -29.8% |
| 3Y | +104.3% | -35.6% | +139.8% | +89.8% |
| All | +518.2% | -40.1% | +558.3% | +487.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling