-2.7%
CEG vs APA
+94.6%
-97.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.1% | +4.7% |
| 7D | +8.0% | +0.5% | +7.5% | +8.1% |
| 30D | +12.9% | +23.4% | -10.5% | +14.6% |
| 3M | +13.2% | +12.7% | +0.5% | +14.0% |
| 6M | -7.0% | +39.4% | -46.4% | -5.8% |
| YTD | -15.0% | +79.0% | -93.9% | -13.4% |
| 1Y | -2.7% | +88.8% | -91.6% | -2.7% |
| All | -2.7% | +94.6% | -97.4% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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