+104.3%
CEG vs IR
+27.4%
+76.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.6% |
| 7D | -4.7% | +3.7% | -8.4% | -6.4% |
| 30D | -16.6% | +7.4% | -24.0% | -19.4% |
| 3M | -4.1% | -5.9% | +1.8% | -1.5% |
| 6M | -22.3% | +5.6% | -27.9% | -25.0% |
| YTD | -28.9% | +4.8% | -33.8% | -32.5% |
| 1Y | -28.5% | +6.9% | -35.4% | -32.9% |
| 3Y | +104.3% | +27.6% | +76.7% | +79.4% |
| All | +104.3% | +27.4% | +76.9% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling