-30.4%
CEG vs BP
+27.9%
-58.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.3% |
| 7D | -4.7% | -11.6% | +6.9% | -5.1% |
| 30D | -16.6% | 0.0% | -16.6% | -16.3% |
| 3M | -4.1% | +6.7% | -10.9% | -3.6% |
| 6M | -22.3% | +2.2% | -24.5% | -22.7% |
| YTD | -28.9% | +33.0% | -61.9% | -25.7% |
| All | -30.4% | +27.9% | -58.3% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling