+85.4%
BE vs CEG
-19.5%
+105.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.3% |
| 7D | +10.8% | +12.1% | -1.3% | +1.5% |
| 30D | -19.8% | +0.2% | -20.0% | -19.6% |
| 3M | -18.7% | +0.7% | -19.4% | -18.4% |
| 6M | -33.7% | +2.2% | -36.0% | -33.9% |
| YTD | +121.0% | -20.3% | +141.3% | +151.5% |
| 1Y | +85.4% | -16.1% | +101.5% | +91.7% |
| All | +85.4% | -19.5% | +105.0% | +91.7% |
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