+492.8%
CEG vs AR
+89.5%
+403.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.6% |
| 7D | -9.4% | -11.7% | +2.3% | -6.0% |
| 30D | -20.2% | +1.8% | -22.1% | -20.8% |
| 3M | -9.5% | +6.0% | -15.4% | -11.5% |
| 6M | -25.0% | -7.0% | -17.9% | -24.2% |
| YTD | -31.9% | +5.6% | -37.4% | -34.5% |
| 1Y | -33.7% | +10.8% | -44.5% | -37.6% |
| 3Y | +108.7% | +19.3% | +89.4% | +93.0% |
| All | +492.8% | +89.5% | +403.3% | +415.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling