+626.9%
CEG vs EFV
+88.9%
+538.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.0% |
| 7D | +1.3% | -0.5% | +1.8% | +1.7% |
| 30D | +8.8% | 0.0% | +8.8% | +8.8% |
| 3M | +17.0% | +8.4% | +8.6% | +9.4% |
| 6M | -8.7% | +12.3% | -21.1% | -16.9% |
| YTD | -16.4% | +17.4% | -33.8% | -26.8% |
| 1Y | -1.8% | +27.1% | -28.9% | -19.3% |
| 3Y | +175.8% | +90.7% | +85.1% | +64.9% |
| All | +626.9% | +88.9% | +538.0% | +312.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling