+52.4%
GEV vs CEG
-33.0%
+85.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.7% | -2.6% | -6.1% |
| 7D | -5.1% | -4.8% | -0.4% | -2.7% |
| 30D | -15.8% | -8.2% | -7.6% | -12.2% |
| 3M | -18.2% | -7.9% | -10.3% | -14.7% |
| 6M | -22.4% | -23.2% | +0.9% | -13.2% |
| YTD | +27.7% | -30.1% | +57.9% | +49.2% |
| 1Y | +52.4% | -31.9% | +84.3% | +82.2% |
| All | +52.4% | -33.0% | +85.4% | +82.2% |
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