+626.9%
CEG vs BR
+14.1%
+612.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +1.3% | -5.0% | +6.3% | +2.6% |
| 30D | +8.8% | -2.5% | +11.3% | +9.3% |
| 3M | +17.0% | +13.5% | +3.5% | +12.2% |
| 6M | -8.7% | -9.4% | +0.7% | -5.7% |
| YTD | -16.4% | -23.3% | +6.8% | -8.1% |
| 1Y | -1.8% | -31.6% | +29.8% | +13.4% |
| 3Y | +175.8% | -5.1% | +180.9% | +163.8% |
| All | +626.9% | +14.1% | +612.9% | +502.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling