-31.9%
CEG vs AS
+3.3%
-35.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.1% | -11.8% | -7.9% |
| 7D | -4.8% | +13.8% | -18.6% | -7.9% |
| 30D | -8.2% | +16.7% | -24.9% | -11.8% |
| 3M | -7.9% | -11.5% | +3.6% | -5.3% |
| 6M | -23.2% | -5.5% | -17.7% | -23.1% |
| YTD | -30.1% | -14.2% | -15.9% | -29.9% |
| 1Y | -31.9% | +2.1% | -34.0% | -37.6% |
| All | -31.9% | +3.3% | -35.2% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling