+607.3%
CEG vs BTG
+77.4%
+529.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.1% |
| 7D | +0.3% | -5.5% | +5.8% | +1.5% |
| 30D | +2.9% | +6.1% | -3.2% | +1.3% |
| 3M | +18.2% | +38.6% | -20.4% | +8.9% |
| 6M | -9.5% | +0.7% | -10.2% | -11.2% |
| YTD | -18.7% | +20.3% | -39.0% | -24.2% |
| 1Y | -10.1% | +25.0% | -35.2% | -17.7% |
| 3Y | +168.3% | +97.3% | +71.0% | +112.1% |
| All | +607.3% | +77.4% | +529.9% | +528.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling