+104.3%
CEG vs BP
+42.8%
+61.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -4.7% | -11.6% | +6.9% | -1.6% |
| 30D | -16.6% | 0.0% | -16.6% | -16.7% |
| 3M | -4.1% | +6.7% | -10.9% | -6.3% |
| 6M | -22.3% | +2.2% | -24.5% | -23.5% |
| YTD | -28.9% | +33.0% | -61.9% | -37.3% |
| 1Y | -28.5% | +30.7% | -59.2% | -36.6% |
| 3Y | +104.3% | +44.2% | +60.1% | +71.9% |
| All | +104.3% | +42.8% | +61.5% | +71.9% |
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