+620.7%
GEV vs CEG
+61.4%
+559.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -2.4% |
| 7D | +3.3% | +8.0% | -4.7% | -0.7% |
| 30D | -7.5% | +12.9% | -20.4% | -13.0% |
| 3M | -2.2% | +13.2% | -15.3% | -8.5% |
| 6M | +12.1% | -7.0% | +19.1% | +14.1% |
| YTD | +44.4% | -15.0% | +59.4% | +52.0% |
| 1Y | +57.7% | -2.7% | +60.4% | +53.5% |
| All | +620.7% | +61.4% | +559.4% | +411.9% |
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 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