+492.8%
CEG vs RF
+39.1%
+453.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.3% | -1.9% |
| 7D | -9.4% | -1.6% | -7.8% | -9.1% |
| 30D | -20.2% | +5.0% | -25.3% | -21.4% |
| 3M | -9.5% | -10.0% | +0.5% | -7.0% |
| 6M | -25.0% | +3.3% | -28.3% | -26.0% |
| YTD | -31.9% | +7.9% | -39.8% | -33.9% |
| 1Y | -33.7% | +21.2% | -54.9% | -37.9% |
| 3Y | +108.7% | +105.8% | +2.9% | +66.2% |
| All | +492.8% | +39.1% | +453.6% | +407.0% |
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