+7.7%
V vs CEG
-3.0%
+10.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.9% | -0.9% |
| 7D | -1.7% | +8.0% | -9.7% | -1.5% |
| 30D | +2.0% | +12.9% | -11.0% | +2.3% |
| 3M | +17.4% | +13.2% | +4.2% | +17.7% |
| 6M | +17.5% | -7.0% | +24.5% | +17.8% |
| YTD | +7.6% | -15.0% | +22.6% | +8.4% |
| 1Y | +7.7% | -2.7% | +10.4% | +5.8% |
| All | +7.7% | -3.0% | +10.7% | +5.8% |
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