-25.0%
CEG vs CB
+15.2%
-40.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.9% |
| 7D | -9.4% | +2.6% | -12.0% | -7.9% |
| 30D | -20.2% | +11.2% | -31.4% | -15.0% |
| 3M | -9.5% | +5.7% | -15.2% | -6.3% |
| 6M | -25.0% | +15.9% | -40.9% | -19.4% |
| All | -25.0% | +15.2% | -40.2% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling