+626.9%
CEG vs IBKR
+401.6%
+225.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.4% |
| 7D | +1.3% | +1.3% | 0.0% | +0.6% |
| 30D | +8.8% | -0.3% | +9.2% | +8.4% |
| 3M | +17.0% | +4.7% | +12.3% | +13.1% |
| 6M | -8.7% | +34.0% | -42.7% | -22.4% |
| YTD | -16.4% | +40.8% | -57.2% | -31.1% |
| 1Y | -1.8% | +45.7% | -47.5% | -20.5% |
| 3Y | +175.8% | +288.4% | -112.6% | +54.9% |
| All | +626.9% | +401.6% | +225.3% | +256.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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