+562.3%
CEG vs IT
-32.9%
+595.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.9% |
| 7D | +1.7% | -7.5% | +9.1% | +2.5% |
| 30D | -10.2% | -1.2% | -9.0% | -10.7% |
| 3M | -0.8% | -2.2% | +1.4% | -1.7% |
| 6M | -11.5% | +19.1% | -30.6% | -16.2% |
| YTD | -23.9% | -25.1% | +1.2% | -19.2% |
| 1Y | -25.4% | -17.4% | -8.0% | -23.5% |
| 3Y | +124.2% | -54.1% | +178.3% | +182.1% |
| All | +562.3% | -32.9% | +595.2% | +624.2% |
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