+138.2%
CEG vs AS
+120.4%
+17.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.6% | +1.3% | +3.9% |
| 7D | +8.0% | -4.9% | +12.9% | +9.5% |
| 30D | +12.9% | -19.6% | +32.5% | +19.6% |
| 3M | +13.2% | -14.4% | +27.5% | +17.3% |
| 6M | -7.0% | -20.1% | +13.1% | -2.0% |
| YTD | -15.0% | -20.9% | +5.9% | -10.7% |
| 1Y | -2.7% | -21.9% | +19.1% | +2.1% |
| All | +138.2% | +120.4% | +17.9% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling