-28.5%
CEG vs B
+25.9%
-54.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | -4.7% | +9.6% | -14.3% | -7.3% |
| 30D | -16.6% | +3.5% | -20.1% | -17.3% |
| 3M | -4.1% | -1.6% | -2.5% | -4.2% |
| 6M | -22.3% | -1.7% | -20.7% | -22.9% |
| YTD | -28.9% | -5.3% | -23.6% | -30.8% |
| 1Y | -28.5% | +27.2% | -55.7% | -38.7% |
| All | -28.5% | +25.9% | -54.3% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling