-31.9%
CEG vs CNC
+122.0%
-153.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +12.6% | -19.4% | -5.7% |
| 7D | -4.8% | +13.4% | -18.2% | -3.8% |
| 30D | -8.2% | +18.2% | -26.4% | -7.0% |
| 3M | -7.9% | +18.6% | -26.6% | -6.7% |
| 6M | -23.2% | +41.9% | -65.1% | -22.0% |
| YTD | -30.1% | +84.7% | -114.8% | -28.9% |
| 1Y | -31.9% | +110.5% | -142.4% | -31.3% |
| All | -31.9% | +122.0% | -153.9% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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