+639.5%
CEG vs A
+10.8%
+628.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.7% |
| 7D | +8.0% | -1.9% | +10.0% | +8.7% |
| 30D | +12.9% | +6.9% | +6.0% | +10.4% |
| 3M | +13.2% | +9.2% | +3.9% | +9.6% |
| 6M | -7.0% | +25.7% | -32.7% | -14.9% |
| YTD | -15.0% | +11.5% | -26.5% | -18.7% |
| 1Y | -2.7% | +18.4% | -21.1% | -9.3% |
| 3Y | +184.1% | +26.6% | +157.5% | +149.5% |
| All | +639.5% | +10.8% | +628.6% | +581.1% |
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