+65.5%
T vs CEG
+135.3%
-69.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +2.5% | +12.1% | -9.6% | +2.9% |
| 30D | -3.8% | +0.2% | -4.0% | -3.7% |
| 3M | -8.7% | +0.7% | -9.5% | -8.6% |
| 6M | -8.1% | +2.2% | -10.4% | -8.0% |
| YTD | -6.4% | -20.3% | +13.9% | -6.7% |
| 1Y | -9.8% | -16.1% | +6.3% | -9.9% |
| 3Y | +65.5% | +134.7% | -69.2% | +53.1% |
| All | +65.5% | +135.3% | -69.8% | +53.1% |
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