+579.5%
CEG vs FIVE
+46.6%
+532.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | +11.8% | -0.5% | +12.3% | +12.0% |
| 30D | -6.5% | +17.4% | -23.9% | -10.3% |
| 3M | -1.2% | +7.0% | -8.2% | -3.3% |
| 6M | -8.0% | +20.5% | -28.5% | -13.3% |
| YTD | -21.9% | +33.1% | -55.0% | -28.5% |
| 1Y | -21.4% | +67.1% | -88.5% | -32.2% |
| 3Y | +130.0% | +41.9% | +88.1% | +90.5% |
| All | +579.5% | +46.6% | +532.9% | +426.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling