-2.7%
CEG vs COMP
+22.2%
-24.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.3% | +4.9% |
| 7D | +8.0% | +1.4% | +6.7% | +7.9% |
| 30D | +12.9% | -13.3% | +26.3% | +13.8% |
| 3M | +13.2% | +41.1% | -28.0% | +10.7% |
| 6M | -7.0% | +17.2% | -24.2% | -9.5% |
| YTD | -15.0% | +5.2% | -20.2% | -16.8% |
| 1Y | -2.7% | +18.9% | -21.7% | -4.1% |
| All | -2.7% | +22.2% | -24.9% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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