+582.9%
CEG vs IR
+48.0%
+534.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.7% | +5.8% | +8.2% |
| 7D | +7.3% | +5.0% | +2.3% | +5.0% |
| 30D | -7.4% | +10.3% | -17.7% | -11.6% |
| 3M | +2.5% | -0.1% | +2.5% | +2.4% |
| 6M | -8.8% | +14.8% | -23.5% | -15.1% |
| YTD | -21.5% | +9.7% | -31.3% | -26.7% |
| 1Y | -22.5% | +12.2% | -34.7% | -28.5% |
| 3Y | +133.3% | +30.0% | +103.3% | +97.1% |
| All | +582.9% | +48.0% | +534.8% | +386.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling