+104.3%
CEG vs KEY
+106.2%
-1.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | -4.7% | -1.3% | -3.5% | -4.4% |
| 30D | -16.6% | +5.1% | -21.7% | -18.1% |
| 3M | -4.1% | -7.1% | +3.0% | -2.0% |
| 6M | -22.3% | -4.4% | -18.0% | -21.5% |
| YTD | -28.9% | +4.0% | -32.9% | -30.5% |
| 1Y | -28.5% | +23.4% | -51.9% | -34.3% |
| 3Y | +104.3% | +113.9% | -9.6% | +66.7% |
| All | +104.3% | +106.2% | -1.9% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling