+598.5%
CEG vs KEY
+1.4%
+597.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | +17.8% | +1.8% | +16.1% | +17.4% |
| 30D | -4.5% | +7.1% | -11.7% | -6.1% |
| 3M | +1.5% | -5.9% | +7.4% | +2.9% |
| 6M | -3.5% | +2.2% | -5.7% | -4.2% |
| YTD | -19.7% | +6.4% | -26.1% | -21.3% |
| 1Y | -19.8% | +24.8% | -44.5% | -24.5% |
| 3Y | +136.4% | +125.2% | +11.2% | +95.4% |
| All | +598.5% | +1.4% | +597.1% | +526.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling