+593.1%
CEG vs BB
-2.5%
+595.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.4% |
| 7D | +12.1% | +1.8% | +10.3% | +11.8% |
| 30D | +0.2% | +8.1% | -7.9% | -1.4% |
| 3M | +0.7% | -1.0% | +1.7% | +0.2% |
| 6M | +2.2% | +45.9% | -43.7% | -7.2% |
| YTD | -20.3% | +134.8% | -155.2% | -34.8% |
| 1Y | -16.1% | +104.6% | -120.7% | -29.6% |
| 3Y | +134.7% | +152.8% | -18.2% | +84.7% |
| All | +593.1% | -2.5% | +595.6% | +485.3% |
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