+607.3%
CEG vs EFV
+88.4%
+519.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | +0.3% | -2.0% | +2.3% | +2.0% |
| 30D | +2.9% | -0.2% | +3.1% | +3.0% |
| 3M | +18.2% | +9.1% | +9.1% | +9.9% |
| 6M | -9.5% | +11.7% | -21.2% | -17.3% |
| YTD | -18.7% | +17.0% | -35.7% | -28.6% |
| 1Y | -10.1% | +26.7% | -36.9% | -26.0% |
| 3Y | +168.3% | +90.2% | +78.2% | +60.8% |
| All | +607.3% | +88.4% | +519.0% | +302.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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