+639.5%
CEG vs BG
+37.4%
+602.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.1% |
| 7D | +8.0% | +2.8% | +5.2% | +7.5% |
| 30D | +12.9% | +12.0% | +0.9% | +10.5% |
| 3M | +13.2% | -7.7% | +20.9% | +14.6% |
| 6M | -7.0% | +4.5% | -11.5% | -8.5% |
| YTD | -15.0% | +35.7% | -50.7% | -20.8% |
| 1Y | -2.7% | +50.1% | -52.8% | -11.9% |
| 3Y | +184.1% | +12.6% | +171.5% | +168.5% |
| All | +639.5% | +37.4% | +602.0% | +570.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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