-10.6%
BA vs CEG
+105.3%
-115.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | -0.1% | -2.2% |
| 7D | -0.1% | -9.4% | +9.3% | +1.2% |
| 30D | -9.1% | -20.2% | +11.1% | -6.3% |
| 3M | -28.2% | -9.5% | -18.7% | -27.5% |
| 6M | -23.1% | -25.0% | +1.9% | -20.5% |
| YTD | -20.6% | -31.9% | +11.3% | -17.2% |
| 1Y | -12.7% | -33.7% | +20.9% | -8.9% |
| All | -10.6% | +105.3% | -115.9% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling