-16.1%
CEG vs CB
+28.5%
-44.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.1% |
| 7D | +12.1% | +2.9% | +9.2% | +14.3% |
| 30D | +0.2% | +7.3% | -7.1% | +5.0% |
| 3M | +0.7% | +9.4% | -8.7% | +6.6% |
| 6M | +2.2% | +19.6% | -17.4% | +13.6% |
| YTD | -20.3% | +21.5% | -41.8% | -8.2% |
| 1Y | -16.1% | +28.0% | -44.1% | -1.4% |
| All | -16.1% | +28.5% | -44.6% | -1.4% |
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