-11.8%
BA vs CEG
-30.4%
+18.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.1% |
| 7D | +1.1% | -4.7% | +5.8% | +1.5% |
| 30D | -7.9% | -16.6% | +8.6% | -6.3% |
| 3M | -25.3% | -4.1% | -21.2% | -25.3% |
| 6M | -24.6% | -22.3% | -2.3% | -23.4% |
| YTD | -20.1% | -28.9% | +8.8% | -18.7% |
| 1Y | -11.8% | -28.5% | +16.7% | -11.0% |
| All | -11.8% | -30.4% | +18.6% | -11.0% |
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