+180.8%
CEG vs S
+16.9%
+163.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.8% |
| 7D | +8.0% | -7.7% | +15.7% | +9.4% |
| 30D | +12.9% | -5.3% | +18.3% | +13.5% |
| 3M | +13.2% | +20.3% | -7.1% | +8.0% |
| 6M | -7.0% | +47.4% | -54.4% | -16.2% |
| YTD | -15.0% | +32.5% | -47.5% | -21.8% |
| 1Y | -2.7% | +9.5% | -12.3% | -6.6% |
| All | +180.8% | +16.9% | +163.8% | +183.7% |
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