+598.5%
CEG vs IR
+45.4%
+553.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | +17.8% | +4.3% | +13.6% | +15.7% |
| 30D | -4.5% | +8.1% | -12.6% | -7.9% |
| 3M | +1.5% | +0.7% | +0.8% | +1.1% |
| 6M | -3.5% | +16.6% | -20.1% | -10.9% |
| YTD | -19.7% | +7.8% | -27.5% | -24.3% |
| 1Y | -19.8% | +9.9% | -29.7% | -25.2% |
| 3Y | +136.4% | +25.2% | +111.2% | +103.3% |
| All | +598.5% | +45.4% | +553.1% | +402.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling