+639.5%
CEG vs IBN
+45.3%
+594.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.2% |
| 7D | +8.0% | +1.4% | +6.6% | +7.4% |
| 30D | +12.9% | -0.3% | +13.3% | +13.0% |
| 3M | +13.2% | +17.1% | -3.9% | +5.9% |
| 6M | -7.0% | +3.4% | -10.4% | -8.6% |
| YTD | -15.0% | +2.5% | -17.5% | -16.6% |
| 1Y | -2.7% | -4.2% | +1.4% | -1.9% |
| 3Y | +184.1% | +32.4% | +151.7% | +143.8% |
| All | +639.5% | +45.3% | +594.1% | +491.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling