+607.3%
CEG vs BKR
+144.0%
+463.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.7% | +4.0% | -0.1% |
| 7D | +0.3% | -6.7% | +7.0% | +3.0% |
| 30D | +2.9% | -8.3% | +11.2% | +6.4% |
| 3M | +18.2% | -5.4% | +23.6% | +20.3% |
| 6M | -9.5% | +0.8% | -10.3% | -10.4% |
| YTD | -18.7% | +31.8% | -50.5% | -28.0% |
| 1Y | -10.1% | +28.6% | -38.7% | -20.1% |
| 3Y | +168.3% | +71.2% | +97.1% | +113.7% |
| All | +607.3% | +144.0% | +463.3% | +482.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling