-30.4%
CEG vs APA
+89.8%
-120.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +4.5% |
| 7D | -4.7% | -15.5% | +10.8% | -6.5% |
| 30D | -16.6% | +2.4% | -19.0% | -16.0% |
| 3M | -4.1% | +22.8% | -26.9% | -1.0% |
| 6M | -22.3% | +17.9% | -40.3% | -20.3% |
| YTD | -28.9% | +87.7% | -116.6% | -19.5% |
| All | -30.4% | +89.8% | -120.1% | -20.9% |
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