+492.8%
CEG vs FIVE
+41.0%
+451.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -1.5% |
| 7D | -9.4% | -1.7% | -7.7% | -9.2% |
| 30D | -20.2% | +14.9% | -35.2% | -23.1% |
| 3M | -9.5% | +7.6% | -17.1% | -11.7% |
| 6M | -25.0% | +6.4% | -31.4% | -27.1% |
| YTD | -31.9% | +28.1% | -59.9% | -37.1% |
| 1Y | -33.7% | +54.7% | -88.4% | -41.7% |
| 3Y | +108.7% | +36.1% | +72.6% | +74.4% |
| All | +492.8% | +41.0% | +451.7% | +363.3% |
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