+639.5%
CEG vs BB
-15.7%
+655.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +8.0% | -5.6% | +13.7% | +9.0% |
| 30D | +12.9% | -11.8% | +24.7% | +15.1% |
| 3M | +13.2% | -25.5% | +38.7% | +17.3% |
| 6M | -7.0% | +121.3% | -128.3% | -22.9% |
| YTD | -15.0% | +103.2% | -118.2% | -28.4% |
| 1Y | -2.7% | +102.6% | -105.4% | -18.3% |
| 3Y | +184.1% | +37.5% | +146.6% | +147.2% |
| All | +639.5% | -15.7% | +655.1% | +543.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling