-31.9%
CEG vs CB
+34.9%
-66.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.1% | -8.8% | -5.4% |
| 7D | -4.8% | +5.3% | -10.0% | -1.8% |
| 30D | -8.2% | +13.2% | -21.4% | -1.1% |
| 3M | -7.9% | +7.8% | -15.7% | -3.5% |
| 6M | -23.2% | +15.8% | -39.0% | -16.5% |
| YTD | -30.1% | +21.0% | -51.1% | -20.4% |
| 1Y | -31.9% | +32.2% | -64.1% | -16.7% |
| All | -31.9% | +34.9% | -66.8% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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