+626.9%
CEG vs BTDR
+23.2%
+603.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.5% |
| 7D | +1.3% | +14.8% | -13.5% | 0.0% |
| 30D | +8.8% | +41.8% | -33.0% | +5.2% |
| 3M | +17.0% | -29.2% | +46.1% | +19.2% |
| 6M | -8.7% | +66.2% | -74.9% | -14.8% |
| YTD | -16.4% | +10.0% | -26.4% | -19.6% |
| 1Y | -1.8% | -11.0% | +9.2% | -4.8% |
| 3Y | +175.8% | +6.9% | +168.9% | +156.4% |
| All | +626.9% | +23.2% | +603.8% | +552.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling