-10.1%
CEG vs CNC
+110.9%
-121.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -2.7% |
| 7D | +0.3% | -3.9% | +4.2% | +0.3% |
| 30D | +2.9% | +0.8% | +2.1% | +2.9% |
| 3M | +18.2% | +0.1% | +18.1% | +18.2% |
| 6M | -9.5% | +79.7% | -89.2% | -11.8% |
| YTD | -18.7% | +58.9% | -77.6% | -20.0% |
| 1Y | -10.1% | +109.1% | -119.3% | -12.6% |
| All | -10.1% | +110.9% | -121.0% | -12.6% |
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