+562.3%
CEG vs BP
+73.9%
+488.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +1.7% | -6.3% | +8.0% | +3.7% |
| 30D | -10.2% | -3.6% | -6.6% | -9.3% |
| 3M | -0.8% | +5.2% | -6.1% | -2.8% |
| 6M | -11.5% | +5.3% | -16.9% | -13.9% |
| YTD | -23.9% | +33.1% | -57.0% | -32.5% |
| 1Y | -25.4% | +26.3% | -51.7% | -32.7% |
| 3Y | +124.2% | +47.5% | +76.7% | +87.9% |
| All | +562.3% | +73.9% | +488.4% | +401.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling