+598.5%
CEG vs BR
+29.9%
+568.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.9% |
| 7D | +17.8% | -1.3% | +19.1% | +18.1% |
| 30D | -4.5% | +13.7% | -18.2% | -7.4% |
| 3M | +1.5% | +13.8% | -12.3% | -1.9% |
| 6M | -3.5% | +29.7% | -33.2% | -10.8% |
| YTD | -19.7% | -12.6% | -7.1% | -14.5% |
| 1Y | -19.8% | -12.4% | -7.3% | -14.8% |
| 3Y | +136.4% | +14.1% | +122.3% | +112.2% |
| All | +598.5% | +29.9% | +568.6% | +460.3% |
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