+579.5%
CEG vs APD
+23.9%
+555.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.3% |
| 7D | +11.8% | -1.2% | +13.0% | +12.3% |
| 30D | -6.5% | +11.0% | -17.5% | -10.0% |
| 3M | -1.2% | +2.6% | -3.7% | -2.2% |
| 6M | -8.0% | +4.8% | -12.9% | -10.0% |
| YTD | -21.9% | +31.0% | -52.9% | -30.7% |
| 1Y | -21.4% | +23.4% | -44.8% | -28.8% |
| 3Y | +130.0% | +28.4% | +101.6% | +102.0% |
| All | +579.5% | +23.9% | +555.6% | +553.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling