-19.8%
CEG vs BEN
+64.2%
-84.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.1% |
| 7D | +17.8% | +11.3% | +6.5% | +15.4% |
| 30D | -4.5% | +15.0% | -19.5% | -7.0% |
| 3M | +1.5% | +7.8% | -6.4% | -0.2% |
| 6M | -3.5% | +15.5% | -19.0% | -6.2% |
| YTD | -19.7% | +55.4% | -75.1% | -24.4% |
| 1Y | -19.8% | +63.3% | -83.1% | -26.4% |
| All | -19.8% | +64.2% | -84.0% | -26.4% |
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