+598.5%
CEG vs APD
+24.3%
+574.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +17.8% | +2.2% | +15.7% | +17.0% |
| 30D | -4.5% | +9.4% | -14.0% | -7.6% |
| 3M | +1.5% | +4.7% | -3.2% | -0.3% |
| 6M | -3.5% | +5.5% | -9.0% | -5.8% |
| YTD | -19.7% | +31.4% | -51.1% | -28.9% |
| 1Y | -19.8% | +24.1% | -43.9% | -27.5% |
| 3Y | +136.4% | +28.8% | +107.6% | +107.4% |
| All | +598.5% | +24.3% | +574.2% | +570.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling