+36.2%
T vs CEG
+583.3%
-547.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -0.8% |
| 7D | +1.0% | -4.7% | +5.8% | +1.0% |
| 30D | -10.6% | -16.6% | +6.0% | -10.6% |
| 3M | -7.7% | -4.1% | -3.6% | -7.8% |
| 6M | -13.3% | -22.3% | +9.0% | -13.4% |
| YTD | -8.8% | -28.9% | +20.2% | -8.7% |
| 1Y | -8.4% | -28.5% | +20.1% | -8.4% |
| 3Y | +59.6% | +104.3% | -44.6% | +48.2% |
| All | +36.2% | +583.3% | -547.1% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling