-21.4%
CEG vs APD
+24.7%
-46.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.7% |
| 7D | +11.8% | -1.2% | +13.0% | +11.5% |
| 30D | -6.5% | +11.0% | -17.5% | -5.4% |
| 3M | -1.2% | +2.6% | -3.7% | -1.1% |
| 6M | -8.0% | +4.8% | -12.9% | -7.2% |
| YTD | -21.9% | +31.0% | -52.9% | -20.2% |
| 1Y | -21.4% | +23.4% | -44.8% | -19.9% |
| All | -21.4% | +24.7% | -46.1% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling