-21.4%
CEG vs COMP
+16.3%
-37.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.3% |
| 7D | +11.8% | +2.2% | +9.6% | +11.5% |
| 30D | -6.5% | +16.3% | -22.8% | -8.0% |
| 3M | -1.2% | -19.1% | +18.0% | +0.8% |
| 6M | -8.0% | +17.1% | -25.2% | -10.9% |
| YTD | -21.9% | -2.9% | -19.0% | -23.7% |
| 1Y | -21.4% | +8.8% | -30.2% | -23.7% |
| All | -21.4% | +16.3% | -37.8% | -23.7% |
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