+518.2%
CEG vs FIVE
+40.5%
+477.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -4.7% | -0.3% | -4.5% | -4.8% |
| 30D | -16.6% | +17.7% | -34.2% | -20.1% |
| 3M | -4.1% | +4.0% | -8.1% | -5.6% |
| 6M | -22.3% | +2.6% | -24.9% | -23.8% |
| YTD | -28.9% | +27.6% | -56.5% | -34.3% |
| 1Y | -28.5% | +59.9% | -88.4% | -37.7% |
| 3Y | +104.3% | +35.8% | +68.5% | +70.8% |
| All | +518.2% | +40.5% | +477.8% | +383.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling