+639.7%
CEG vs BKR
+162.6%
+477.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.2% |
| 7D | +6.7% | +0.4% | +6.3% | +6.5% |
| 30D | +11.0% | +3.9% | +7.1% | +9.3% |
| 3M | +19.5% | -1.1% | +20.5% | +19.6% |
| 6M | -5.9% | +7.6% | -13.5% | -9.0% |
| YTD | -15.0% | +41.9% | -56.9% | -26.8% |
| 1Y | +0.6% | +42.2% | -41.6% | -14.0% |
| 3Y | +180.6% | +84.3% | +96.4% | +117.3% |
| All | +639.7% | +162.6% | +477.1% | +492.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling