+187.4%
CEG vs B
+198.7%
-11.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +5.5% |
| 7D | +8.0% | -1.6% | +9.6% | +8.4% |
| 30D | +12.9% | +9.4% | +3.5% | +9.7% |
| 3M | +13.2% | +5.0% | +8.2% | +10.8% |
| 6M | -7.0% | -3.5% | -3.4% | -7.4% |
| YTD | -15.0% | +4.5% | -19.5% | -17.8% |
| 1Y | -2.7% | +67.8% | -70.5% | -17.9% |
| All | +187.4% | +198.7% | -11.4% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling