+0.6%
CEG vs APA
+96.0%
-95.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | +0.2% |
| 7D | +6.7% | -1.7% | +8.4% | +6.6% |
| 30D | +11.0% | +15.7% | -4.8% | +12.2% |
| 3M | +19.5% | +16.5% | +3.0% | +20.7% |
| 6M | -5.9% | +35.1% | -41.0% | -4.3% |
| YTD | -15.0% | +82.2% | -97.2% | -12.6% |
| 1Y | +0.6% | +102.5% | -101.8% | +0.8% |
| All | +0.6% | +96.0% | -95.3% | +0.8% |
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