-23.1%
CEG vs B
+24.4%
-47.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.2% | +6.2% | +9.3% |
| 7D | +7.3% | +11.3% | -4.0% | +4.2% |
| 30D | -7.4% | +2.9% | -10.3% | -8.0% |
| 3M | +2.5% | -2.9% | +5.3% | +3.0% |
| 6M | -8.8% | -1.2% | -7.6% | -9.6% |
| YTD | -21.5% | -1.3% | -20.2% | -24.4% |
| All | -23.1% | +24.4% | -47.4% | -33.2% |
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