-23.1%
CEG vs FIVE
+63.1%
-86.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +5.6% | +4.9% | +9.5% |
| 7D | +7.3% | +6.2% | +1.1% | +6.3% |
| 30D | -7.4% | +18.2% | -25.6% | -9.8% |
| 3M | +2.5% | +3.8% | -1.4% | +2.1% |
| 6M | -8.8% | +13.7% | -22.5% | -10.9% |
| YTD | -21.5% | +34.7% | -56.2% | -27.9% |
| All | -23.1% | +63.1% | -86.2% | -33.6% |
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