-2.7%
CEG vs BURL
-9.5%
+6.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +4.3% |
| 7D | +8.0% | -2.8% | +10.8% | +8.6% |
| 30D | +12.9% | -28.2% | +41.1% | +21.2% |
| 3M | +13.2% | -17.6% | +30.8% | +16.6% |
| 6M | -7.0% | -11.8% | +4.8% | -6.4% |
| YTD | -15.0% | -8.1% | -6.9% | -15.0% |
| 1Y | -2.7% | -12.0% | +9.2% | -4.5% |
| All | -2.7% | -9.5% | +6.8% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling