+582.9%
CEG vs BAX
-66.2%
+649.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.4% | +8.1% | +10.2% |
| 7D | +7.3% | +9.0% | -1.7% | +6.5% |
| 30D | -7.4% | +8.5% | -15.8% | -8.2% |
| 3M | +2.5% | -4.1% | +6.6% | +2.7% |
| 6M | -8.8% | +46.9% | -55.7% | -12.4% |
| YTD | -21.5% | +38.4% | -59.9% | -24.5% |
| 1Y | -22.5% | +47.0% | -69.5% | -26.1% |
| 3Y | +133.3% | -14.9% | +148.3% | +131.5% |
| All | +582.9% | -66.2% | +649.1% | +665.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling