-22.3%
CEG vs A
+46.4%
-68.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +4.0% |
| 7D | -4.7% | -0.1% | -4.7% | -4.7% |
| 30D | -16.6% | +3.4% | -19.9% | -16.9% |
| 3M | -4.1% | +23.8% | -28.0% | -7.1% |
| 6M | -22.3% | +49.0% | -71.3% | -26.1% |
| All | -22.3% | +46.4% | -68.7% | -26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling