+1,001.7%
BE vs CEG
+632.0%
+369.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.3% | -2.5% |
| 7D | -13.4% | +1.7% | -15.0% | -13.8% |
| 30D | -33.9% | -10.2% | -23.7% | -28.8% |
| 3M | -12.0% | -0.8% | -11.1% | -10.5% |
| 6M | -29.0% | -11.5% | -17.4% | -22.5% |
| YTD | +113.4% | -23.9% | +137.3% | +147.0% |
| 1Y | +33.2% | -25.4% | +58.6% | +58.8% |
| 3Y | +1,659.2% | +124.2% | +1,535.0% | +908.9% |
| All | +1,001.7% | +632.0% | +369.7% | +280.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling