-31.9%
CEG vs BRO
-3.6%
-28.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.5% | -11.2% | -5.0% |
| 7D | -4.8% | +12.4% | -17.2% | -0.5% |
| 30D | -8.2% | +21.6% | -29.8% | -1.2% |
| 3M | -7.9% | +4.3% | -12.2% | -5.7% |
| 6M | -23.2% | +29.2% | -52.4% | -15.3% |
| YTD | -30.1% | -6.4% | -23.8% | -29.2% |
| 1Y | -31.9% | -5.3% | -26.6% | -31.0% |
| All | -31.9% | -3.6% | -28.3% | -31.0% |
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