+639.5%
CEG vs B
+168.7%
+470.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.9% |
| 3M | +13.2% | +5.0% | +8.2% | +11.0% |
| 6M | -7.0% | -3.5% | -3.4% | -7.3% |
| YTD | -15.0% | +4.5% | -19.5% | -17.5% |
| 1Y | -2.7% | +67.8% | -70.5% | -16.8% |
| 3Y | +184.1% | +196.7% | -12.6% | +106.8% |
| All | +639.5% | +168.7% | +470.8% | +512.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling