-23.4%
CEG vs BB
+98.3%
-121.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | +1.7% | +11.6% | -9.9% | +0.7% |
| 30D | -10.2% | +2.6% | -12.8% | -10.4% |
| 3M | -0.8% | +3.5% | -4.3% | -1.2% |
| 6M | -11.5% | +43.5% | -55.0% | -15.4% |
| YTD | -23.9% | +141.2% | -165.0% | -32.4% |
| All | -23.4% | +98.3% | -121.7% | -28.7% |
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