+639.7%
CEG vs BLK
+45.8%
+593.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +1.2% |
| 7D | +6.7% | -2.9% | +9.6% | +8.2% |
| 30D | +11.0% | -3.6% | +14.6% | +12.8% |
| 3M | +19.5% | +10.1% | +9.4% | +13.0% |
| 6M | -5.9% | +15.3% | -21.1% | -13.2% |
| YTD | -15.0% | +3.5% | -18.5% | -17.4% |
| 1Y | +0.6% | +0.7% | -0.1% | -1.1% |
| 3Y | +180.6% | +68.7% | +111.9% | +109.7% |
| All | +639.7% | +45.8% | +593.9% | +434.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling