+3.7%
F vs CEG
-33.0%
+36.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.7% | +9.6% | +3.5% |
| 7D | +6.0% | -4.8% | +10.8% | +6.4% |
| 30D | +4.3% | -8.2% | +12.5% | +4.8% |
| 3M | -10.1% | -7.9% | -2.1% | -9.6% |
| 6M | +12.8% | -23.2% | +36.0% | +14.1% |
| YTD | -0.1% | -30.1% | +30.1% | +1.3% |
| 1Y | +3.7% | -31.9% | +35.6% | +5.3% |
| All | +3.7% | -33.0% | +36.7% | +5.3% |
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