+130.1%
CEG vs B
+174.1%
-44.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.1% |
| 7D | +11.8% | -2.7% | +14.5% | +12.7% |
| 30D | -6.5% | -4.3% | -2.2% | -5.4% |
| 3M | -1.2% | -2.3% | +1.1% | -0.9% |
| 6M | -8.0% | -16.2% | +8.2% | -4.4% |
| YTD | -21.9% | -8.8% | -13.1% | -21.7% |
| 1Y | -21.4% | +11.4% | -32.8% | -25.9% |
| All | +130.1% | +174.1% | -44.0% | +63.9% |
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