-23.1%
CEG vs CB
+28.5%
-51.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.4% | +10.9% | +10.2% |
| 7D | +7.3% | -1.5% | +8.8% | +6.5% |
| 30D | -7.4% | +6.5% | -13.9% | -3.6% |
| 3M | +2.5% | +4.1% | -1.6% | +5.2% |
| 6M | -8.8% | +14.4% | -23.2% | -1.2% |
| YTD | -21.5% | +17.5% | -39.0% | -11.4% |
| All | -23.1% | +28.5% | -51.6% | -4.9% |
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