+1,402.5%
BE vs CEG
+717.3%
+685.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.9% | +2.5% | +4.5% |
| 7D | +20.0% | +8.0% | +11.9% | +14.7% |
| 30D | +7.9% | +12.9% | -5.0% | +0.6% |
| 3M | -13.2% | +13.2% | -26.4% | -18.4% |
| 6M | +53.5% | -7.0% | +60.4% | +58.9% |
| YTD | +191.0% | -15.0% | +206.0% | +212.7% |
| 1Y | +360.5% | -2.7% | +363.2% | +374.8% |
| 3Y | +1,568.0% | +184.1% | +1,383.9% | +709.6% |
| All | +1,402.5% | +717.3% | +685.2% | +381.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling