+518.2%
CEG vs AR
+87.9%
+430.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.5% |
| 7D | -4.7% | -14.3% | +9.5% | -0.3% |
| 30D | -16.6% | +1.4% | -18.0% | -17.1% |
| 3M | -4.1% | +3.4% | -7.5% | -5.5% |
| 6M | -22.3% | -2.1% | -20.3% | -22.7% |
| YTD | -28.9% | +4.7% | -33.6% | -31.5% |
| 1Y | -28.5% | +10.6% | -39.0% | -32.6% |
| 3Y | +104.3% | +24.6% | +79.7% | +87.3% |
| All | +518.2% | +87.9% | +430.3% | +438.8% |
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