-23.1%
CEG vs BAX
+47.2%
-70.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.4% | +8.1% | +10.3% |
| 7D | +7.3% | +9.0% | -1.7% | +6.8% |
| 30D | -7.4% | +8.5% | -15.8% | -7.9% |
| 3M | +2.5% | -4.1% | +6.6% | +2.7% |
| 6M | -8.8% | +46.9% | -55.7% | -11.1% |
| YTD | -21.5% | +38.4% | -59.9% | -21.4% |
| All | -23.1% | +47.2% | -70.2% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling