+639.5%
CEG vs BNS
+59.7%
+579.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.0% | +5.6% |
| 7D | +8.0% | +1.5% | +6.5% | +6.9% |
| 30D | +12.9% | +6.0% | +7.0% | +8.7% |
| 3M | +13.2% | +16.3% | -3.2% | +2.4% |
| 6M | -7.0% | +28.8% | -35.7% | -21.0% |
| YTD | -15.0% | +30.0% | -45.0% | -28.3% |
| 1Y | -2.7% | +50.7% | -53.4% | -25.4% |
| 3Y | +184.1% | +125.4% | +58.7% | +66.1% |
| All | +639.5% | +59.7% | +579.8% | +419.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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