-25.4%
CEG vs A
+22.0%
-47.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.7% |
| 7D | +1.7% | +1.4% | +0.3% | +1.4% |
| 30D | -10.2% | +4.3% | -14.5% | -10.8% |
| 3M | -0.8% | +19.8% | -20.6% | -4.2% |
| 6M | -11.5% | +54.4% | -65.9% | -18.4% |
| YTD | -23.9% | +31.7% | -55.6% | -23.9% |
| 1Y | -25.4% | +22.4% | -47.8% | -23.7% |
| All | -25.4% | +22.0% | -47.4% | -23.7% |
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