+639.7%
CEG vs IR
+28.0%
+611.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.8% |
| 7D | +6.7% | +0.6% | +6.1% | +6.4% |
| 30D | +11.0% | -13.6% | +24.6% | +18.7% |
| 3M | +19.5% | +3.7% | +15.8% | +16.4% |
| 6M | -5.9% | -13.1% | +7.2% | -0.7% |
| YTD | -15.0% | -5.1% | -9.9% | -15.0% |
| 1Y | +0.6% | -6.5% | +7.1% | +1.1% |
| 3Y | +180.6% | +8.5% | +172.1% | +157.4% |
| All | +639.7% | +28.0% | +611.7% | +464.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling