+626.9%
CEG vs BNY
+193.1%
+433.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +8.8% | +1.9% | +6.9% | +7.7% |
| 3M | +17.0% | +13.9% | +3.1% | +9.4% |
| 6M | -8.7% | +42.3% | -51.0% | -24.1% |
| YTD | -16.4% | +41.8% | -58.3% | -30.7% |
| 1Y | -1.8% | +57.9% | -59.7% | -23.1% |
| 3Y | +175.8% | +290.7% | -114.9% | +42.5% |
| All | +626.9% | +193.1% | +433.8% | +282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling