+518.2%
CEG vs IBB
+61.1%
+457.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.5% |
| 7D | -4.7% | -1.8% | -2.9% | -4.0% |
| 30D | -16.6% | +5.1% | -21.6% | -18.5% |
| 3M | -4.1% | +10.7% | -14.8% | -9.0% |
| 6M | -22.3% | +22.9% | -45.2% | -30.2% |
| YTD | -28.9% | +26.7% | -55.6% | -37.3% |
| 1Y | -28.5% | +35.1% | -63.6% | -39.0% |
| 3Y | +104.3% | +80.2% | +24.1% | +46.6% |
| All | +518.2% | +61.1% | +457.2% | +356.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 all: compounded portfolio wealth divided by compounded IBB 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…
all analysis · Full analysis span regression · 6 months rolling