-2.7%
CEG vs BRO
-24.4%
+21.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +4.4% |
| 7D | +8.0% | -2.6% | +10.6% | +7.2% |
| 30D | +12.9% | +0.9% | +12.0% | +13.3% |
| 3M | +13.2% | +24.8% | -11.6% | +21.6% |
| 6M | -7.0% | -0.1% | -6.9% | -5.4% |
| YTD | -15.0% | -9.7% | -5.3% | -15.4% |
| 1Y | -2.7% | -24.5% | +21.8% | -5.2% |
| All | -2.7% | -24.4% | +21.7% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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