+639.5%
CEG vs CARR
+27.9%
+611.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.4% |
| 7D | +8.0% | +1.6% | +6.5% | +7.3% |
| 30D | +12.9% | -8.7% | +21.7% | +17.2% |
| 3M | +13.2% | -12.6% | +25.7% | +18.9% |
| 6M | -7.0% | -1.5% | -5.4% | -7.8% |
| YTD | -15.0% | +14.3% | -29.3% | -21.3% |
| 1Y | -2.7% | -4.6% | +1.9% | -2.9% |
| 3Y | +184.1% | +7.3% | +176.7% | +165.7% |
| All | +639.5% | +27.9% | +611.6% | +496.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling