+518.2%
CEG vs RF
+38.6%
+479.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.6% | +4.4% |
| 7D | -4.7% | -0.9% | -3.8% | -4.6% |
| 30D | -16.6% | +6.0% | -22.6% | -18.0% |
| 3M | -4.1% | -8.9% | +4.8% | -1.9% |
| 6M | -22.3% | +2.3% | -24.7% | -23.2% |
| YTD | -28.9% | +7.6% | -36.5% | -31.0% |
| 1Y | -28.5% | +21.2% | -49.6% | -33.0% |
| 3Y | +104.3% | +108.5% | -4.2% | +62.2% |
| All | +518.2% | +38.6% | +479.6% | +429.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling