+136.5%
CEG vs Z
-20.9%
+157.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.1% |
| 7D | +17.8% | -4.9% | +22.8% | +18.7% |
| 30D | -4.5% | +3.0% | -7.5% | -5.7% |
| 3M | +1.5% | -13.4% | +14.9% | +2.7% |
| 6M | -3.5% | -27.3% | +23.8% | +0.6% |
| YTD | -19.7% | -57.8% | +38.1% | -7.3% |
| 1Y | -19.8% | -60.0% | +40.2% | -6.5% |
| All | +136.5% | -20.9% | +157.4% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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