+593.1%
CEG vs IT
-31.7%
+624.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +12.1% | +1.1% | +11.0% | +12.0% |
| 30D | +0.2% | -1.8% | +2.1% | -0.2% |
| 3M | +0.7% | +4.8% | -4.1% | -1.1% |
| 6M | +2.2% | +33.0% | -30.8% | -5.6% |
| YTD | -20.3% | -23.8% | +3.5% | -15.6% |
| 1Y | -16.1% | -16.5% | +0.4% | -13.9% |
| 3Y | +134.7% | -53.6% | +188.3% | +195.6% |
| All | +593.1% | -31.7% | +624.8% | +656.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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