-7.0%
CEG vs APA
+40.1%
-47.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.1% | +4.5% |
| 7D | +8.0% | +0.5% | +7.5% | +8.1% |
| 30D | +12.9% | +23.4% | -10.5% | +15.8% |
| 3M | +13.2% | +12.7% | +0.5% | +14.2% |
| 6M | -7.0% | +39.4% | -46.4% | -12.7% |
| All | -7.0% | +40.1% | -47.1% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling