+139.8%
CEG vs BTSG
+382.3%
-242.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.6% | +3.9% | -0.9% |
| 7D | +0.3% | -5.8% | +6.1% | +1.9% |
| 30D | +2.9% | 0.0% | +2.9% | +2.7% |
| 3M | +18.2% | -4.5% | +22.7% | +17.7% |
| 6M | -9.5% | +40.0% | -49.5% | -20.0% |
| YTD | -18.7% | +54.6% | -73.2% | -30.4% |
| 1Y | -10.1% | +106.1% | -116.3% | -29.7% |
| All | +139.8% | +382.3% | -242.5% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BTSG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling