+16.8%
CVS vs CEG
-18.9%
+35.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.3% |
| 7D | +10.4% | +17.8% | -7.4% | +10.6% |
| 30D | +3.3% | -4.5% | +7.8% | +2.6% |
| 3M | -4.5% | +1.5% | -6.0% | -4.8% |
| 6M | -4.4% | -3.5% | -0.9% | -4.5% |
| YTD | +16.6% | -19.7% | +36.3% | +18.8% |
| All | +16.8% | -18.9% | +35.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling