-1.8%
CEG vs BB
+100.8%
-102.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | +1.3% | +1.8% | -0.5% | +1.2% |
| 30D | +8.8% | -12.2% | +21.1% | +9.9% |
| 3M | +17.0% | -12.3% | +29.3% | +16.7% |
| 6M | -8.7% | +122.7% | -131.4% | -22.8% |
| YTD | -16.4% | +104.5% | -120.9% | -27.7% |
| 1Y | -1.8% | +106.7% | -108.4% | -9.2% |
| All | -1.8% | +100.8% | -102.5% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling