+626.9%
CEG vs GAP
+50.4%
+576.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.8% | -1.0% |
| 7D | +1.3% | -3.2% | +4.5% | +1.9% |
| 30D | +8.8% | -0.7% | +9.5% | +8.7% |
| 3M | +17.0% | -0.5% | +17.4% | +16.5% |
| 6M | -8.7% | -5.0% | -3.7% | -8.9% |
| YTD | -16.4% | -14.7% | -1.8% | -15.5% |
| 1Y | -1.8% | -8.6% | +6.9% | -2.2% |
| 3Y | +175.8% | +108.4% | +67.4% | +131.9% |
| All | +626.9% | +50.4% | +576.5% | +453.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling