+104.3%
CEG vs BN
+90.6%
+13.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.8% |
| 7D | -4.7% | +5.3% | -10.1% | -8.0% |
| 30D | -16.6% | +11.9% | -28.5% | -22.2% |
| 3M | -4.1% | -5.7% | +1.6% | -1.6% |
| 6M | -22.3% | -10.6% | -11.7% | -18.0% |
| YTD | -28.9% | -9.4% | -19.6% | -26.2% |
| 1Y | -28.5% | -8.8% | -19.7% | -26.1% |
| 3Y | +104.3% | +95.6% | +8.7% | +43.5% |
| All | +104.3% | +90.6% | +13.7% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling