-30.4%
CEG vs EW
+23.7%
-54.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.9% |
| 7D | -4.7% | +11.0% | -15.7% | -7.6% |
| 30D | -16.6% | +19.1% | -35.6% | -21.0% |
| 3M | -4.1% | +14.4% | -18.5% | -8.0% |
| 6M | -22.3% | +22.8% | -45.1% | -28.1% |
| YTD | -28.9% | +19.8% | -48.7% | -33.0% |
| All | -30.4% | +23.7% | -54.1% | -34.9% |
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