+2.2%
CEG vs BTDR
-55.8%
+58.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.6% | +7.9% | +0.4% |
| 7D | +12.1% | -6.9% | +19.0% | +12.8% |
| 30D | +0.2% | -31.5% | +31.8% | +4.0% |
| 3M | +0.7% | -36.1% | +36.8% | +4.8% |
| 6M | +2.2% | -57.6% | +59.9% | +8.4% |
| All | +2.2% | -55.8% | +58.0% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling