-2.7%
CEG vs IBN
-4.0%
+1.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.0% |
| 7D | +8.0% | +1.4% | +6.6% | +7.7% |
| 30D | +12.9% | -0.3% | +13.3% | +13.0% |
| 3M | +13.2% | +17.1% | -3.9% | +9.1% |
| 6M | -7.0% | +3.4% | -10.4% | -10.2% |
| YTD | -15.0% | +2.5% | -17.5% | -18.3% |
| 1Y | -2.7% | -4.2% | +1.4% | -2.4% |
| All | -2.7% | -4.0% | +1.3% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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