+593.1%
CEG vs REPL
-1.5%
+594.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 6M | +2.2% | +313.0% | -310.8% | +1.2% |
| YTD | -20.3% | +125.2% | -145.5% | -21.3% |
| 1Y | -16.1% | +143.8% | -159.8% | -17.2% |
| 3Y | +134.7% | +104.2% | +30.5% | +120.7% |
| All | +593.1% | -1.5% | +594.5% | +493.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling