+639.5%
CEG vs IP
-6.7%
+646.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +4.3% |
| 7D | +8.0% | -5.3% | +13.3% | +9.4% |
| 30D | +12.9% | -10.9% | +23.8% | +16.1% |
| 3M | +13.2% | +11.2% | +2.0% | +9.4% |
| 6M | -7.0% | -10.2% | +3.2% | -5.5% |
| YTD | -15.0% | -2.0% | -13.0% | -16.1% |
| 1Y | -2.7% | -19.1% | +16.4% | +1.2% |
| 3Y | +184.1% | +20.9% | +163.2% | +152.6% |
| All | +639.5% | -6.7% | +646.1% | +589.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling