+579.5%
CEG vs AR
+99.0%
+480.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.1% |
| 7D | +11.8% | +2.1% | +9.7% | +11.2% |
| 30D | -6.5% | +4.5% | -11.0% | -7.8% |
| 3M | -1.2% | +1.0% | -2.2% | -1.8% |
| 6M | -8.0% | +4.4% | -12.5% | -10.2% |
| YTD | -21.9% | +10.9% | -32.8% | -25.9% |
| 1Y | -21.4% | +8.6% | -30.0% | -25.3% |
| 3Y | +130.0% | +48.5% | +81.5% | +101.6% |
| All | +579.5% | +99.0% | +480.5% | +482.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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