+598.5%
CEG vs AR
+101.6%
+496.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.4% |
| 7D | +17.8% | +6.4% | +11.4% | +15.7% |
| 30D | -4.5% | +3.1% | -7.6% | -5.5% |
| 3M | +1.5% | +3.3% | -1.8% | +0.1% |
| 6M | -3.5% | +6.6% | -10.1% | -6.4% |
| YTD | -19.7% | +12.3% | -32.0% | -24.2% |
| 1Y | -19.8% | +12.3% | -32.1% | -24.6% |
| 3Y | +136.4% | +50.4% | +86.0% | +106.3% |
| All | +598.5% | +101.6% | +496.9% | +496.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling