-10.0%
CEG vs CARR
-5.9%
-4.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -0.9% |
| 7D | -4.8% | -3.8% | -1.0% | -3.6% |
| 30D | +2.3% | -8.9% | +11.2% | +5.2% |
| 3M | +15.6% | -17.3% | +32.9% | +22.1% |
| 6M | -5.0% | -1.4% | -3.6% | -5.0% |
| YTD | -19.0% | +10.0% | -29.0% | -22.4% |
| 1Y | -10.0% | -6.4% | -3.6% | -8.1% |
| All | -10.0% | -5.9% | -4.1% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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