+562.3%
CEG vs BN
+46.3%
+516.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.4% |
| 7D | +1.7% | +4.3% | -2.7% | -0.6% |
| 30D | -10.2% | +14.3% | -24.5% | -16.3% |
| 3M | -0.8% | -4.1% | +3.3% | +0.7% |
| 6M | -11.5% | -9.7% | -1.9% | -7.6% |
| YTD | -23.9% | -7.1% | -16.7% | -22.2% |
| 1Y | -25.4% | -7.4% | -18.0% | -23.6% |
| 3Y | +124.2% | +102.3% | +21.8% | +58.7% |
| All | +562.3% | +46.3% | +516.0% | +416.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling