-23.1%
CEG vs GEN
+17.6%
-40.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | 0.0% | +10.4% | +10.5% |
| 7D | +7.3% | -0.3% | +7.6% | +7.3% |
| 30D | -7.4% | +28.2% | -35.5% | -5.0% |
| 3M | +2.5% | +2.6% | -0.2% | +1.8% |
| 6M | -8.8% | +32.7% | -41.5% | -5.7% |
| YTD | -21.5% | +11.3% | -32.8% | -21.7% |
| All | -23.1% | +17.6% | -40.7% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling