+46.0%
F vs CEG
+135.3%
-89.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -3.1% | +12.1% | -15.2% | -4.3% |
| 30D | 0.0% | +0.2% | -0.2% | -0.1% |
| 3M | -13.2% | +0.7% | -13.9% | -13.6% |
| 6M | -10.2% | +2.2% | -12.5% | -10.8% |
| YTD | -4.9% | -20.3% | +15.4% | -3.8% |
| 1Y | -6.1% | -16.1% | +10.0% | -5.6% |
| 3Y | +46.0% | +134.7% | -88.7% | +16.6% |
| All | +46.0% | +135.3% | -89.4% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling