+111.2%
CEG vs IBN
+53.6%
+57.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.2% | +0.1% | +3.1% |
| 7D | -4.7% | +15.1% | -19.8% | -8.7% |
| 30D | -16.6% | +21.6% | -38.2% | -21.5% |
| 3M | -4.1% | +11.2% | -15.3% | -7.2% |
| 6M | -22.3% | +27.8% | -50.1% | -28.3% |
| YTD | -28.9% | +14.7% | -43.6% | -32.5% |
| 1Y | -28.5% | +14.4% | -42.9% | -32.1% |
| All | +111.2% | +53.6% | +57.6% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling