+180.6%
CEG vs USFR
+14.0%
+166.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | -0.1% |
| 7D | +6.7% | +0.1% | +6.6% | +6.5% |
| 30D | +11.0% | +0.3% | +10.7% | +9.8% |
| 3M | +19.5% | +1.0% | +18.5% | +15.3% |
| 6M | -5.9% | +1.9% | -7.8% | -13.2% |
| YTD | -15.0% | +2.7% | -17.6% | -24.9% |
| 1Y | +0.6% | +4.0% | -3.4% | -18.6% |
| 3Y | +180.6% | +14.0% | +166.6% | +123.5% |
| All | +180.6% | +14.0% | +166.6% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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