+639.5%
CEG vs BTDR
+23.7%
+615.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.9% | +0.9% | +4.5% |
| 7D | +8.0% | +20.0% | -11.9% | +6.2% |
| 30D | +12.9% | +11.9% | +1.0% | +11.2% |
| 3M | +13.2% | -36.9% | +50.1% | +16.4% |
| 6M | -7.0% | +56.5% | -63.5% | -12.7% |
| YTD | -15.0% | +10.4% | -25.4% | -18.3% |
| 1Y | -2.7% | +3.1% | -5.8% | -6.9% |
| 3Y | +184.1% | -2.6% | +186.7% | +163.9% |
| All | +639.5% | +23.7% | +615.8% | +563.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling