+518.2%
CEG vs IBN
+62.5%
+455.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.2% | +0.1% | +2.7% |
| 7D | -4.7% | +15.1% | -19.8% | -9.9% |
| 30D | -16.6% | +21.6% | -38.2% | -22.9% |
| 3M | -4.1% | +11.2% | -15.3% | -8.3% |
| 6M | -22.3% | +27.8% | -50.1% | -29.8% |
| YTD | -28.9% | +14.7% | -43.6% | -33.4% |
| 1Y | -28.5% | +14.4% | -42.9% | -32.9% |
| 3Y | +104.3% | +52.1% | +52.2% | +65.4% |
| All | +518.2% | +62.5% | +455.7% | +372.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling