+187.4%
CEG vs BAH
-32.2%
+219.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.3% | +5.0% |
| 7D | +8.0% | -3.2% | +11.3% | +8.4% |
| 30D | +12.9% | +2.0% | +10.9% | +12.6% |
| 3M | +13.2% | -7.6% | +20.8% | +14.1% |
| 6M | -7.0% | -5.7% | -1.3% | -6.9% |
| YTD | -15.0% | -11.7% | -3.3% | -14.5% |
| 1Y | -2.7% | -27.4% | +24.6% | +1.4% |
| All | +187.4% | -32.2% | +219.6% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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