+104.3%
CEG vs EW
+51.9%
+52.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.0% |
| 7D | -4.7% | +11.0% | -15.7% | -7.2% |
| 30D | -16.6% | +19.1% | -35.6% | -20.2% |
| 3M | -4.1% | +14.4% | -18.5% | -7.5% |
| 6M | -22.3% | +22.8% | -45.1% | -26.6% |
| YTD | -28.9% | +19.8% | -48.7% | -32.5% |
| 1Y | -28.5% | +23.9% | -52.3% | -32.6% |
| 3Y | +104.3% | +52.2% | +52.1% | +77.5% |
| All | +104.3% | +51.9% | +52.3% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling