-16.1%
CEG vs AR
+11.3%
-27.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +12.1% | +7.4% | +4.7% | +11.8% |
| 30D | +0.2% | +5.8% | -5.5% | +0.2% |
| 3M | +0.7% | +5.2% | -4.5% | +0.6% |
| 6M | +2.2% | +5.4% | -3.2% | +1.9% |
| YTD | -20.3% | +12.4% | -32.8% | -17.9% |
| 1Y | -16.1% | +12.8% | -28.9% | -13.4% |
| All | -16.1% | +11.3% | -27.4% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling