-31.9%
CEG vs A
+24.4%
-56.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.7% | -6.9% |
| 7D | -4.8% | -2.4% | -2.4% | -4.4% |
| 30D | -8.2% | +3.6% | -11.8% | -8.8% |
| 3M | -7.9% | +27.5% | -35.4% | -11.8% |
| 6M | -23.2% | +58.5% | -81.7% | -29.5% |
| YTD | -30.1% | +31.2% | -61.3% | -30.1% |
| 1Y | -31.9% | +22.2% | -54.1% | -30.5% |
| All | -31.9% | +24.4% | -56.3% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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