-9.6%
CEG vs BKR
+29.6%
-39.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.7% | +4.0% | -1.1% |
| 7D | +0.3% | -6.7% | +7.0% | +2.0% |
| 30D | +2.9% | -8.3% | +11.2% | +5.0% |
| 3M | +18.2% | -5.4% | +23.6% | +19.5% |
| 6M | -9.5% | +0.8% | -10.3% | -8.7% |
| YTD | -18.7% | +31.8% | -50.5% | -18.2% |
| All | -9.6% | +29.6% | -39.2% | -6.3% |
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