-24.8%
F vs CEG
+583.3%
-608.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.4% |
| 7D | +1.6% | -4.7% | +6.3% | +2.2% |
| 30D | +2.6% | -16.6% | +19.2% | +5.5% |
| 3M | -8.8% | -4.1% | -4.7% | -8.6% |
| 6M | +4.6% | -22.3% | +27.0% | +8.1% |
| YTD | -1.9% | -28.9% | +27.0% | +2.2% |
| 1Y | -0.8% | -28.5% | +27.7% | +2.9% |
| 3Y | +43.5% | +104.3% | -60.8% | +2.2% |
| All | -24.8% | +583.3% | -608.1% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling