-31.9%
CEG vs EW
+19.7%
-51.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.4% | -11.1% | -7.9% |
| 7D | -4.8% | +8.3% | -13.1% | -7.1% |
| 30D | -8.2% | +13.9% | -22.1% | -12.0% |
| 3M | -7.9% | +10.9% | -18.8% | -10.9% |
| 6M | -23.2% | +19.2% | -42.5% | -28.4% |
| YTD | -30.1% | +16.6% | -46.7% | -33.7% |
| 1Y | -31.9% | +18.1% | -50.0% | -36.0% |
| All | -31.9% | +19.7% | -51.5% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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