+187.4%
CEG vs BP
+33.2%
+154.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.7% |
| 7D | +8.0% | +3.9% | +4.1% | +6.8% |
| 30D | +12.9% | +7.6% | +5.3% | +10.3% |
| 3M | +13.2% | +0.7% | +12.5% | +12.5% |
| 6M | -7.0% | +15.5% | -22.5% | -12.7% |
| YTD | -15.0% | +30.8% | -45.8% | -24.4% |
| 1Y | -2.7% | +34.3% | -37.0% | -15.1% |
| All | +187.4% | +33.2% | +154.1% | +150.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling