-10.1%
CEG vs BN
-13.5%
+3.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.2% |
| 7D | +0.3% | -5.9% | +6.2% | +2.9% |
| 30D | +2.9% | -15.1% | +18.0% | +10.3% |
| 3M | +18.2% | -14.6% | +32.8% | +26.3% |
| 6M | -9.5% | -8.4% | -1.1% | -6.2% |
| YTD | -18.7% | -16.8% | -1.9% | -12.3% |
| 1Y | -10.1% | -14.4% | +4.2% | -4.6% |
| All | -10.1% | -13.5% | +3.4% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling