+639.5%
CEG vs FIVE
+47.4%
+592.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 3M | +13.2% | +31.2% | -18.1% | +5.2% |
| 6M | -7.0% | +14.4% | -21.4% | -11.1% |
| YTD | -15.0% | +33.9% | -48.9% | -22.0% |
| 1Y | -2.7% | +65.1% | -67.8% | -15.7% |
| 3Y | +184.1% | +49.0% | +135.1% | +133.0% |
| All | +639.5% | +47.4% | +592.0% | +474.1% |
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