+598.5%
CEG vs BTG
+64.2%
+534.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.2% | +7.0% | +3.7% |
| 7D | +17.8% | -5.9% | +23.7% | +19.5% |
| 30D | -4.5% | -5.0% | +0.5% | -3.7% |
| 3M | +1.5% | -4.5% | +5.9% | +1.9% |
| 6M | -3.5% | -7.0% | +3.5% | -3.3% |
| YTD | -19.7% | +11.4% | -31.1% | -24.1% |
| 1Y | -19.8% | +20.1% | -39.9% | -25.7% |
| 3Y | +136.4% | +81.5% | +54.9% | +90.2% |
| All | +598.5% | +64.2% | +534.3% | +528.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling