+518.8%
GEV vs CEG
+48.3%
+470.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.1% |
| 7D | -3.0% | +11.8% | -14.8% | -8.4% |
| 30D | -18.9% | -6.5% | -12.3% | -15.7% |
| 3M | -20.1% | -1.2% | -18.9% | -19.7% |
| 6M | -24.6% | -8.0% | -16.6% | -22.1% |
| YTD | +24.0% | -21.9% | +45.9% | +36.0% |
| 1Y | +40.6% | -21.4% | +62.1% | +54.3% |
| All | +518.8% | +48.3% | +470.5% | +358.2% |
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 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