+639.5%
CEG vs BR
+17.3%
+622.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.4% | +8.3% | +5.7% |
| 7D | +8.0% | -5.3% | +13.3% | +9.4% |
| 30D | +12.9% | +6.4% | +6.5% | +10.8% |
| 3M | +13.2% | +13.6% | -0.5% | +8.7% |
| 6M | -7.0% | -6.7% | -0.3% | -4.8% |
| YTD | -15.0% | -21.1% | +6.1% | -7.1% |
| 1Y | -2.7% | -29.6% | +26.8% | +11.5% |
| 3Y | +184.1% | -2.4% | +186.4% | +169.8% |
| All | +639.5% | +17.3% | +622.2% | +508.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling