-25.1%
F vs CEG
+651.0%
-676.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.7% |
| 7D | -2.1% | +11.8% | -13.9% | -4.0% |
| 30D | +3.3% | -6.5% | +9.8% | +4.2% |
| 3M | -11.3% | -1.2% | -10.2% | -11.6% |
| 6M | +5.3% | -8.0% | +13.4% | +5.8% |
| YTD | -2.2% | -21.9% | +19.7% | +0.2% |
| 1Y | -3.5% | -21.4% | +17.9% | -1.5% |
| 3Y | +49.5% | +130.0% | -80.5% | +3.9% |
| All | -25.1% | +651.0% | -676.1% | -63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling