-33.7%
CEG vs AS
0.0%
-33.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.0% |
| 7D | -9.4% | +7.1% | -16.5% | -11.0% |
| 30D | -20.2% | +12.8% | -33.0% | -22.8% |
| 3M | -9.5% | -14.7% | +5.3% | -6.0% |
| 6M | -25.0% | -9.9% | -15.0% | -23.8% |
| YTD | -31.9% | -16.1% | -15.7% | -31.2% |
| 1Y | -33.7% | +0.2% | -33.8% | -38.3% |
| All | -33.7% | 0.0% | -33.7% | -38.3% |
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