+492.8%
CEG vs BURL
+12.5%
+480.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.5% | -1.8% |
| 7D | -9.4% | +3.5% | -12.9% | -10.2% |
| 30D | -20.2% | -9.3% | -10.9% | -18.7% |
| 3M | -9.5% | -32.1% | +22.6% | -2.1% |
| 6M | -25.0% | -19.8% | -5.2% | -22.1% |
| YTD | -31.9% | -13.2% | -18.7% | -30.6% |
| 1Y | -33.7% | -7.8% | -25.8% | -33.7% |
| 3Y | +108.7% | +89.3% | +19.4% | +84.6% |
| All | +492.8% | +12.5% | +480.3% | +436.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling