+518.2%
CEG vs IT
-32.5%
+550.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.0% | +8.3% | +4.7% |
| 7D | -4.7% | -16.9% | +12.2% | -3.1% |
| 30D | -16.6% | +2.3% | -18.9% | -17.4% |
| 3M | -4.1% | +2.9% | -7.0% | -5.7% |
| 6M | -22.3% | +25.9% | -48.2% | -27.4% |
| YTD | -28.9% | -24.6% | -4.3% | -24.6% |
| 1Y | -28.5% | -16.0% | -12.4% | -26.9% |
| 3Y | +104.3% | -51.6% | +155.9% | +152.5% |
| All | +518.2% | -32.5% | +550.7% | +575.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling