-12.3%
BA vs CEG
-19.9%
+7.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.0% |
| 7D | -0.6% | +17.8% | -18.4% | -2.1% |
| 30D | -8.0% | -4.5% | -3.5% | -7.5% |
| 3M | -25.8% | +1.5% | -27.3% | -26.0% |
| 6M | -27.6% | -3.5% | -24.1% | -27.9% |
| YTD | -21.0% | -19.7% | -1.3% | -20.3% |
| 1Y | -12.3% | -19.8% | +7.5% | -12.3% |
| All | -12.3% | -19.9% | +7.7% | -12.3% |
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