+562.3%
CEG vs B
+138.3%
+424.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.1% | +3.1% | -1.4% |
| 7D | +1.7% | +7.1% | -5.5% | -0.3% |
| 30D | -10.2% | -3.3% | -6.8% | -9.5% |
| 3M | -0.8% | -2.5% | +1.7% | -0.6% |
| 6M | -11.5% | -7.2% | -4.3% | -10.7% |
| YTD | -23.9% | -7.4% | -16.5% | -23.9% |
| 1Y | -25.4% | +16.4% | -41.8% | -29.8% |
| 3Y | +124.2% | +178.7% | -54.5% | +66.4% |
| All | +562.3% | +138.3% | +424.0% | +465.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling