-2.7%
CEG vs BR
-29.1%
+26.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.4% | +8.3% | +3.9% |
| 7D | +8.0% | -5.3% | +13.3% | +6.4% |
| 30D | +12.9% | +6.4% | +6.5% | +15.1% |
| 3M | +13.2% | +13.6% | -0.5% | +18.4% |
| 6M | -7.0% | -6.7% | -0.3% | -8.3% |
| YTD | -15.0% | -21.1% | +6.1% | -21.5% |
| 1Y | -2.7% | -29.6% | +26.8% | -15.1% |
| All | -2.7% | -29.1% | +26.4% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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