+639.5%
CEG vs USFR
+20.4%
+619.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +8.0% | +0.1% | +8.0% | +8.1% |
| 30D | +12.9% | +0.3% | +12.6% | +13.2% |
| 3M | +13.2% | +1.0% | +12.2% | +14.0% |
| 6M | -7.0% | +1.9% | -8.9% | -6.2% |
| YTD | -15.0% | +2.6% | -17.6% | -14.5% |
| 1Y | -2.7% | +4.0% | -6.7% | -3.2% |
| 3Y | +184.1% | +14.1% | +170.0% | +276.0% |
| All | +639.5% | +20.4% | +619.1% | +1,375.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling