-10.0%
CEG vs BLK
-0.2%
-9.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -1.0% |
| 7D | -4.8% | -3.3% | -1.4% | -3.6% |
| 30D | +2.3% | -6.5% | +8.9% | +4.9% |
| 3M | +15.6% | +6.7% | +8.8% | +12.1% |
| 6M | -5.0% | +14.7% | -19.7% | -10.4% |
| YTD | -19.0% | +2.5% | -21.6% | -20.2% |
| 1Y | -10.0% | -2.8% | -7.2% | -4.9% |
| All | -10.0% | -0.2% | -9.7% | -4.9% |
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