+104.3%
CEG vs BAX
-19.9%
+124.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.3% |
| 7D | -4.7% | +12.1% | -16.9% | -5.7% |
| 30D | -16.6% | +7.6% | -24.2% | -17.2% |
| 3M | -4.1% | -4.5% | +0.4% | -3.9% |
| 6M | -22.3% | +52.0% | -74.3% | -25.4% |
| YTD | -28.9% | +35.1% | -64.1% | -31.3% |
| 1Y | -28.5% | +43.7% | -72.2% | -31.3% |
| 3Y | +104.3% | -20.9% | +125.2% | +100.9% |
| All | +104.3% | -19.9% | +124.2% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling