-2.7%
CEG vs IT
-24.5%
+21.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.6% | +9.5% | +4.3% |
| 7D | +8.0% | -6.0% | +14.1% | +7.4% |
| 30D | +12.9% | 0.0% | +12.9% | +13.0% |
| 3M | +13.2% | +13.1% | +0.1% | +16.3% |
| 6M | -7.0% | +11.7% | -18.7% | -4.1% |
| YTD | -15.0% | -26.1% | +11.1% | -16.3% |
| 1Y | -2.7% | -21.3% | +18.5% | +0.2% |
| All | -2.7% | -24.5% | +21.7% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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