+81.1%
V vs CEG
+717.3%
-636.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.9% | -1.4% |
| 7D | -1.7% | +8.0% | -9.7% | -2.4% |
| 30D | +2.0% | +12.9% | -11.0% | +0.8% |
| 3M | +17.4% | +13.2% | +4.2% | +15.9% |
| 6M | +17.5% | -7.0% | +24.5% | +17.8% |
| YTD | +7.6% | -15.0% | +22.6% | +8.6% |
| 1Y | +7.7% | -2.7% | +10.4% | +6.6% |
| 3Y | +54.7% | +184.1% | -129.4% | +22.3% |
| All | +81.1% | +717.3% | -636.1% | +19.5% |
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