+639.7%
CEG vs AU
+560.1%
+79.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.3% |
| 7D | +6.7% | -0.3% | +7.0% | +6.7% |
| 30D | +11.0% | +12.8% | -1.8% | +7.8% |
| 3M | +19.5% | +28.5% | -9.0% | +12.4% |
| 6M | -5.9% | +4.8% | -10.7% | -8.3% |
| YTD | -15.0% | +31.0% | -45.9% | -21.6% |
| 1Y | +0.6% | +81.4% | -80.8% | -13.6% |
| 3Y | +180.6% | +618.4% | -437.8% | +74.8% |
| All | +639.7% | +560.1% | +79.6% | +360.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 all: compounded portfolio wealth divided by compounded AU 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…
all analysis · Full analysis span regression · 6 months rolling