-31.9%
CEG vs CP
+35.2%
-67.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.5% | -10.2% | -7.2% |
| 7D | -4.8% | +5.6% | -10.4% | -5.7% |
| 30D | -8.2% | +10.0% | -18.2% | -10.0% |
| 3M | -7.9% | +4.4% | -12.3% | -8.6% |
| 6M | -23.2% | +14.1% | -37.3% | -26.0% |
| YTD | -30.1% | +29.1% | -59.2% | -33.7% |
| 1Y | -31.9% | +34.6% | -66.4% | -36.6% |
| All | -31.9% | +35.2% | -67.1% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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