+95.9%
CEG vs IP
+12.9%
+82.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.7% |
| 7D | -9.4% | -5.0% | -4.5% | -8.6% |
| 30D | -20.2% | +6.5% | -26.8% | -21.4% |
| 3M | -9.5% | -18.0% | +8.6% | -6.1% |
| 6M | -25.0% | +10.3% | -35.3% | -27.1% |
| YTD | -31.9% | -9.9% | -22.0% | -31.4% |
| 1Y | -33.7% | -1.1% | -32.6% | -34.9% |
| All | +95.9% | +12.9% | +82.9% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 3y: compounded portfolio wealth divided by compounded IP 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…
3y analysis · Full analysis span regression · 6 months rolling