+99.2%
CEG vs AS
+134.9%
-35.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | -4.7% | +6.9% | -11.7% | -6.6% |
| 30D | -16.6% | +16.0% | -32.6% | -20.1% |
| 3M | -4.1% | -12.8% | +8.7% | -1.0% |
| 6M | -22.3% | -15.4% | -6.9% | -19.4% |
| YTD | -28.9% | -15.7% | -13.2% | -26.9% |
| 1Y | -28.5% | +6.1% | -34.5% | -31.1% |
| All | +99.2% | +134.9% | -35.7% | +73.7% |
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