+518.2%
CEG vs A
+28.6%
+489.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.7% |
| 7D | -4.7% | -0.1% | -4.7% | -4.7% |
| 30D | -16.6% | +3.4% | -19.9% | -17.5% |
| 3M | -4.1% | +23.8% | -28.0% | -10.9% |
| 6M | -22.3% | +49.0% | -71.3% | -32.8% |
| YTD | -28.9% | +29.4% | -58.3% | -35.4% |
| 1Y | -28.5% | +19.4% | -47.8% | -33.0% |
| 3Y | +104.3% | +66.2% | +38.1% | +62.3% |
| All | +518.2% | +28.6% | +489.6% | +441.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling