-2.7%
CEG vs BLK
+3.3%
-6.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | +8.0% | -3.6% | +11.6% | +9.5% |
| 30D | +12.9% | -1.0% | +13.9% | +13.2% |
| 3M | +13.2% | +10.4% | +2.8% | +8.5% |
| 6M | -7.0% | +8.2% | -15.2% | -9.9% |
| YTD | -15.0% | +6.0% | -21.0% | -17.1% |
| 1Y | -2.7% | +3.3% | -6.1% | +4.1% |
| All | -2.7% | +3.3% | -6.0% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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