+187.4%
CEG vs AR
+40.7%
+146.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.1% |
| 7D | +8.0% | +2.5% | +5.5% | +7.1% |
| 30D | +12.9% | +14.8% | -1.9% | +7.5% |
| 3M | +13.2% | +6.2% | +6.9% | +10.3% |
| 6M | -7.0% | +4.3% | -11.3% | -9.6% |
| YTD | -15.0% | +14.4% | -29.4% | -21.0% |
| 1Y | -2.7% | +21.3% | -24.1% | -13.0% |
| All | +187.4% | +40.7% | +146.6% | +149.1% |
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