+51.3%
GEV vs CEG
-10.5%
+61.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | +1.6% | -4.8% | +6.4% | +3.6% |
| 30D | -7.9% | +2.3% | -10.3% | -8.8% |
| 3M | +5.6% | +15.6% | -10.0% | -0.6% |
| 6M | +13.1% | -5.0% | +18.1% | +13.9% |
| YTD | +46.7% | -19.0% | +65.8% | +56.7% |
| 1Y | +51.3% | -10.0% | +61.3% | +54.9% |
| All | +51.3% | -10.5% | +61.8% | +54.9% |
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