+582.9%
CEG vs KEY
+1.8%
+581.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.7% | +7.8% | +9.8% |
| 7D | +7.3% | -0.4% | +7.7% | +7.4% |
| 30D | -7.4% | +7.2% | -14.6% | -9.0% |
| 3M | +2.5% | -4.9% | +7.4% | +3.6% |
| 6M | -8.8% | +1.1% | -9.8% | -9.2% |
| YTD | -21.5% | +6.8% | -28.3% | -23.1% |
| 1Y | -22.5% | +23.3% | -45.8% | -26.9% |
| 3Y | +133.3% | +126.1% | +7.2% | +92.6% |
| All | +582.9% | +1.8% | +581.1% | +512.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling