-16.1%
CEG vs AS
-3.7%
-12.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +12.1% | -4.9% | +17.0% | +13.4% |
| 30D | +0.2% | +3.9% | -3.7% | -0.9% |
| 3M | +0.7% | -9.6% | +10.3% | +2.7% |
| 6M | +2.2% | -8.7% | +10.9% | +2.9% |
| YTD | -20.3% | -19.8% | -0.5% | -19.2% |
| 1Y | -16.1% | -1.5% | -14.5% | -22.1% |
| All | -16.1% | -3.7% | -12.3% | -22.1% |
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