-31.9%
CEG vs BLK
+17.9%
-49.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.4% | -12.1% | -8.6% |
| 7D | -4.8% | +5.7% | -10.5% | -6.8% |
| 30D | -8.2% | +14.8% | -23.0% | -13.0% |
| 3M | -7.9% | +8.8% | -16.7% | -11.1% |
| 6M | -23.2% | +17.6% | -40.8% | -28.2% |
| YTD | -30.1% | +16.3% | -46.4% | -34.5% |
| 1Y | -31.9% | +18.0% | -49.9% | -36.1% |
| All | -31.9% | +17.9% | -49.8% | -36.1% |
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