+136.5%
CEG vs APA
+43.6%
+92.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.4% |
| 7D | +17.8% | +9.6% | +8.2% | +15.9% |
| 30D | -4.5% | -0.2% | -4.3% | -4.6% |
| 3M | +1.5% | +19.8% | -18.4% | -2.3% |
| 6M | -3.5% | +30.1% | -33.6% | -9.3% |
| YTD | -19.7% | +100.4% | -120.1% | -33.8% |
| 1Y | -19.8% | +105.2% | -125.0% | -34.8% |
| All | +136.5% | +43.6% | +92.9% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling