+593.1%
CEG vs EFV
+86.8%
+506.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.1% |
| 7D | +12.1% | +2.5% | +9.6% | +10.0% |
| 30D | +0.2% | +2.9% | -2.7% | -2.3% |
| 3M | +0.7% | -1.4% | +2.1% | +1.8% |
| 6M | +2.2% | +5.5% | -3.3% | -2.2% |
| YTD | -20.3% | +16.1% | -36.4% | -29.6% |
| 1Y | -16.1% | +20.3% | -36.3% | -28.0% |
| 3Y | +134.7% | +90.4% | +44.2% | +40.4% |
| All | +593.1% | +86.8% | +506.3% | +296.3% |
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