-28.5%
CEG vs IR
+5.9%
-34.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.8% |
| 7D | -4.7% | +3.7% | -8.4% | -5.9% |
| 30D | -16.6% | +7.4% | -24.0% | -18.6% |
| 3M | -4.1% | -5.9% | +1.8% | -2.9% |
| 6M | -22.3% | +5.6% | -27.9% | -25.1% |
| YTD | -28.9% | +4.8% | -33.8% | -31.6% |
| 1Y | -28.5% | +6.9% | -35.4% | -30.0% |
| All | -28.5% | +5.9% | -34.4% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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