+626.9%
CEG vs BAX
-68.8%
+695.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.5% |
| 7D | +1.3% | -5.1% | +6.4% | +1.9% |
| 30D | +8.8% | -12.2% | +21.0% | +10.2% |
| 3M | +17.0% | +21.8% | -4.8% | +14.5% |
| 6M | -8.7% | +36.3% | -45.0% | -11.7% |
| YTD | -16.4% | +27.8% | -44.2% | -18.9% |
| 1Y | -1.8% | -0.1% | -1.7% | -2.4% |
| 3Y | +175.8% | -33.3% | +209.1% | +181.2% |
| All | +626.9% | -68.8% | +695.8% | +722.5% |
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