+582.9%
CEG vs S
-42.7%
+625.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +8.0% | +2.4% | +9.3% |
| 7D | +7.3% | +1.6% | +5.8% | +7.1% |
| 30D | -7.4% | -10.5% | +3.1% | -6.2% |
| 3M | +2.5% | +9.9% | -7.5% | +0.4% |
| 6M | -8.8% | +41.8% | -50.6% | -14.4% |
| YTD | -21.5% | +56.8% | -78.3% | -28.0% |
| 1Y | -22.5% | +39.0% | -61.5% | -27.7% |
| 3Y | +133.3% | +53.8% | +79.5% | +113.6% |
| All | +582.9% | -42.7% | +625.6% | +565.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling