-2.7%
CEG vs BKR
+42.5%
-45.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.9% |
| 7D | +8.0% | +1.7% | +6.3% | +7.6% |
| 30D | +12.9% | +3.3% | +9.6% | +12.0% |
| 3M | +13.2% | -3.6% | +16.8% | +14.0% |
| 6M | -7.0% | +5.0% | -12.0% | -7.6% |
| YTD | -15.0% | +40.9% | -55.9% | -17.7% |
| 1Y | -2.7% | +39.2% | -42.0% | -4.5% |
| All | -2.7% | +42.5% | -45.2% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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