-3.5%
F vs CEG
-26.7%
+23.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.6% |
| 7D | -0.2% | +1.7% | -1.9% | -0.5% |
| 30D | +0.9% | -10.2% | +11.1% | +2.0% |
| 3M | -11.3% | -0.8% | -10.5% | -11.6% |
| 6M | +2.0% | -11.5% | +13.6% | +2.0% |
| YTD | -3.2% | -23.9% | +20.7% | -2.8% |
| 1Y | -3.5% | -25.4% | +21.9% | -3.1% |
| All | -3.5% | -26.7% | +23.2% | -3.1% |
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