+187.4%
CEG vs RF
+86.8%
+100.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +4.9% | +4.9% |
| 7D | +8.0% | +1.3% | +6.7% | +7.6% |
| 30D | +12.9% | -3.6% | +16.5% | +14.0% |
| 3M | +13.2% | +8.1% | +5.1% | +10.3% |
| 6M | -7.0% | +11.5% | -18.5% | -10.2% |
| YTD | -15.0% | +15.6% | -30.6% | -19.2% |
| 1Y | -2.7% | +15.7% | -18.4% | -7.7% |
| All | +187.4% | +86.8% | +100.6% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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