+180.6%
CEG vs BTDR
+8.5%
+172.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.2% |
| 7D | +6.7% | +22.4% | -15.7% | +4.2% |
| 30D | +11.0% | +16.5% | -5.5% | +8.4% |
| 3M | +19.5% | -31.5% | +51.0% | +22.7% |
| 6M | -5.9% | +74.0% | -79.9% | -14.1% |
| YTD | -15.0% | +13.0% | -28.0% | -19.3% |
| 1Y | +0.6% | -0.2% | +0.9% | -4.6% |
| 3Y | +180.6% | +9.9% | +170.7% | +153.1% |
| All | +180.6% | +8.5% | +172.1% | +153.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling