+124.2%
CEG vs AR
+42.3%
+81.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.3% | +2.8% | +5.6% |
| 7D | +1.7% | -5.8% | +7.4% | +3.9% |
| 30D | -10.2% | +4.8% | -15.0% | -11.8% |
| 3M | -0.8% | +1.5% | -2.3% | -1.9% |
| 6M | -11.5% | +4.7% | -16.2% | -14.3% |
| YTD | -23.9% | +9.2% | -33.1% | -28.6% |
| 1Y | -25.4% | +11.2% | -36.6% | -31.2% |
| 3Y | +124.2% | +46.2% | +77.9% | +103.3% |
| All | +124.2% | +42.3% | +81.9% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling