-21.4%
CEG vs CP
+32.8%
-54.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +11.8% | -0.7% | +12.5% | +11.9% |
| 30D | -6.5% | +9.6% | -16.2% | -8.2% |
| 3M | -1.2% | +2.2% | -3.4% | -1.4% |
| 6M | -8.0% | +11.1% | -19.1% | -10.6% |
| YTD | -21.9% | +28.2% | -50.1% | -24.8% |
| 1Y | -21.4% | +32.2% | -53.6% | -24.8% |
| All | -21.4% | +32.8% | -54.3% | -24.8% |
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