-23.1%
CEG vs BEN
+70.3%
-93.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +6.3% | +4.1% | +9.0% |
| 7D | +7.3% | +12.2% | -4.9% | +5.0% |
| 30D | -7.4% | +12.1% | -19.5% | -9.4% |
| 3M | +2.5% | +7.3% | -4.8% | +0.8% |
| 6M | -8.8% | +17.9% | -26.7% | -11.4% |
| YTD | -21.5% | +55.4% | -76.9% | -25.7% |
| All | -23.1% | +70.3% | -93.4% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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