-2.7%
CEG vs CSGP
-64.9%
+62.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.3% | +4.5% |
| 7D | +8.0% | -4.1% | +12.1% | +7.4% |
| 30D | +12.9% | +2.3% | +10.6% | +13.5% |
| 3M | +13.2% | -8.2% | +21.3% | +12.6% |
| 6M | -7.0% | -35.1% | +28.1% | -11.5% |
| YTD | -15.0% | -54.0% | +39.0% | -23.5% |
| 1Y | -2.7% | -65.3% | +62.6% | -17.9% |
| All | -2.7% | -64.9% | +62.2% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling