+604.3%
CEG vs BRO
+2.8%
+601.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.8% | -7.3% | +2.6% | -3.5% |
| 30D | +2.3% | -6.9% | +9.2% | +3.5% |
| 3M | +15.6% | +10.7% | +4.9% | +12.1% |
| 6M | -5.0% | -2.7% | -2.3% | -5.1% |
| YTD | -19.0% | -16.3% | -2.7% | -15.8% |
| 1Y | -10.0% | -29.1% | +19.1% | -1.3% |
| 3Y | +163.9% | -7.8% | +171.8% | +155.3% |
| All | +604.3% | +2.8% | +601.5% | +527.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling