-10.0%
CEG vs BTDR
-13.8%
+3.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.2% | -0.9% |
| 7D | -4.8% | -3.4% | -1.4% | -4.4% |
| 30D | +2.3% | +32.6% | -30.3% | -1.6% |
| 3M | +15.6% | -32.2% | +47.8% | +19.5% |
| 6M | -5.0% | +52.4% | -57.4% | -13.8% |
| YTD | -19.0% | +6.7% | -25.7% | -23.7% |
| 1Y | -10.0% | -15.2% | +5.3% | -14.0% |
| All | -10.0% | -13.8% | +3.8% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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