+562.3%
CEG vs BB
+0.1%
+562.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | +1.7% | +11.6% | -9.9% | -0.3% |
| 30D | -10.2% | +2.6% | -12.8% | -10.8% |
| 3M | -0.8% | +3.5% | -4.3% | -2.1% |
| 6M | -11.5% | +43.5% | -55.0% | -19.4% |
| YTD | -23.9% | +141.2% | -165.0% | -38.0% |
| 1Y | -25.4% | +97.4% | -122.8% | -36.9% |
| 3Y | +124.2% | +151.1% | -26.9% | +76.7% |
| All | +562.3% | +0.1% | +562.2% | +456.9% |
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