+582.9%
CEG vs FIVE
+48.3%
+534.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +5.6% | +4.9% | +9.1% |
| 7D | +7.3% | +6.2% | +1.1% | +5.7% |
| 30D | -7.4% | +18.2% | -25.6% | -11.2% |
| 3M | +2.5% | +3.8% | -1.4% | +1.0% |
| 6M | -8.8% | +13.7% | -22.5% | -12.7% |
| YTD | -21.5% | +34.7% | -56.2% | -28.3% |
| 1Y | -22.5% | +66.6% | -89.2% | -33.1% |
| 3Y | +133.3% | +44.3% | +89.0% | +92.5% |
| All | +582.9% | +48.3% | +534.5% | +427.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling