+639.5%
CEG vs APA
+48.8%
+590.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.1% | +5.6% |
| 7D | +8.0% | +0.5% | +7.5% | +7.9% |
| 30D | +12.9% | +23.4% | -10.5% | +7.5% |
| 3M | +13.2% | +12.7% | +0.5% | +9.5% |
| 6M | -7.0% | +39.4% | -46.4% | -15.9% |
| YTD | -15.0% | +79.0% | -93.9% | -28.5% |
| 1Y | -2.7% | +88.8% | -91.6% | -20.4% |
| 3Y | +184.1% | +6.4% | +177.7% | +155.7% |
| All | +639.5% | +48.8% | +590.7% | +509.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling