+639.7%
CEG vs BB
-13.8%
+653.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | +6.7% | +0.5% | +6.2% | +6.6% |
| 30D | +11.0% | -12.4% | +23.3% | +13.2% |
| 3M | +19.5% | -15.3% | +34.8% | +21.0% |
| 6M | -5.9% | +128.8% | -134.6% | -22.4% |
| YTD | -15.0% | +107.7% | -122.6% | -28.6% |
| 1Y | +0.6% | +103.9% | -103.2% | -15.5% |
| 3Y | +180.6% | +72.6% | +108.0% | +135.3% |
| All | +639.7% | -13.8% | +653.5% | +541.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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