-2.7%
CEG vs FIVE
+66.7%
-69.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.1% | -0.2% | +3.6% |
| 7D | +8.0% | +4.3% | +3.8% | +6.9% |
| 30D | +12.9% | +12.5% | +0.4% | +9.2% |
| 3M | +13.2% | +31.2% | -18.1% | +4.6% |
| 6M | -7.0% | +14.4% | -21.4% | -10.9% |
| YTD | -15.0% | +33.9% | -48.9% | -23.6% |
| 1Y | -2.7% | +65.1% | -67.8% | -19.6% |
| All | -2.7% | +66.7% | -69.4% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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