+593.0%
CEG vs BR
+30.6%
+562.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +12.1% | +1.1% | +11.0% | +11.9% |
| 30D | +0.2% | +14.4% | -14.1% | -2.9% |
| 3M | +0.7% | +12.4% | -11.7% | -2.3% |
| 6M | +2.2% | +35.4% | -33.2% | -6.8% |
| YTD | -20.3% | -12.2% | -8.2% | -15.3% |
| 1Y | -16.1% | -12.7% | -3.3% | -10.5% |
| 3Y | +134.7% | +14.3% | +120.4% | +110.9% |
| All | +593.0% | +30.6% | +562.5% | +455.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling