-25.4%
CEG vs IT
-18.2%
-7.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -3.2% |
| 7D | +1.7% | -7.5% | +9.1% | +0.4% |
| 30D | -10.2% | -1.2% | -9.0% | -10.1% |
| 3M | -0.8% | -2.2% | +1.4% | -0.4% |
| 6M | -11.5% | +19.1% | -30.6% | -8.0% |
| YTD | -23.9% | -25.1% | +1.2% | -27.1% |
| 1Y | -25.4% | -17.4% | -8.0% | -26.4% |
| All | -25.4% | -18.2% | -7.2% | -26.4% |
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