+134.7%
CEG vs REPL
+97.7%
+36.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +12.1% | +1.2% | +10.9% | +12.1% |
| 30D | +0.2% | +92.2% | -92.0% | +0.2% |
| 3M | +0.7% | +44.1% | -43.4% | +0.7% |
| 6M | +2.2% | +313.0% | -310.8% | +2.4% |
| YTD | -20.3% | +125.2% | -145.5% | -20.3% |
| 1Y | -16.1% | +143.8% | -159.8% | -16.0% |
| 3Y | +134.7% | +104.2% | +30.5% | +130.8% |
| All | +134.7% | +97.7% | +36.9% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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