+163.9%
CEG vs BNY
+287.0%
-123.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | -4.8% | -1.3% | -3.4% | -4.1% |
| 30D | +2.3% | -0.2% | +2.5% | +2.3% |
| 3M | +15.6% | +14.9% | +0.7% | +6.3% |
| 6M | -5.0% | +40.0% | -45.0% | -22.9% |
| YTD | -19.0% | +42.0% | -61.0% | -35.4% |
| 1Y | -10.0% | +56.9% | -66.8% | -33.0% |
| 3Y | +163.9% | +289.9% | -125.9% | +20.5% |
| All | +163.9% | +287.0% | -123.1% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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