-30.4%
CEG vs CPB
-19.9%
-10.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +3.9% |
| 7D | -4.7% | +8.0% | -12.7% | -2.5% |
| 30D | -16.6% | +22.4% | -39.0% | -11.5% |
| 3M | -4.1% | +3.8% | -8.0% | -1.3% |
| 6M | -22.3% | +13.7% | -36.0% | -18.1% |
| YTD | -28.9% | -11.7% | -17.2% | -29.0% |
| All | -30.4% | -19.9% | -10.4% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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