+518.2%
CEG vs APD
+19.0%
+499.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.8% |
| 7D | -4.7% | -3.7% | -1.1% | -3.6% |
| 30D | -16.6% | +9.6% | -26.2% | -19.4% |
| 3M | -4.1% | +1.6% | -5.8% | -4.9% |
| 6M | -22.3% | +2.2% | -24.5% | -23.4% |
| YTD | -28.9% | +25.9% | -54.8% | -36.1% |
| 1Y | -28.5% | +20.1% | -48.6% | -34.7% |
| 3Y | +104.3% | +12.4% | +91.9% | +90.3% |
| All | +518.2% | +19.0% | +499.2% | +502.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling