+104.3%
CEG vs S
+34.5%
+69.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +4.0% |
| 7D | -4.7% | -13.4% | +8.7% | -2.5% |
| 30D | -16.6% | -14.0% | -2.6% | -14.7% |
| 3M | -4.1% | +4.9% | -9.0% | -5.8% |
| 6M | -22.3% | +42.0% | -64.3% | -29.0% |
| YTD | -28.9% | +45.1% | -74.1% | -36.0% |
| 1Y | -28.5% | +33.1% | -61.5% | -34.3% |
| 3Y | +104.3% | +40.6% | +63.7% | +114.5% |
| All | +104.3% | +34.5% | +69.8% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling