+492.8%
CEG vs KEY
-0.3%
+493.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.3% | -1.8% |
| 7D | -9.4% | -2.5% | -7.0% | -8.9% |
| 30D | -20.2% | +4.1% | -24.3% | -21.1% |
| 3M | -9.5% | -8.4% | -1.1% | -7.7% |
| 6M | -25.0% | -2.3% | -22.7% | -24.7% |
| YTD | -31.9% | +4.6% | -36.4% | -33.0% |
| 1Y | -33.7% | +24.6% | -58.2% | -37.6% |
| 3Y | +108.7% | +112.8% | -4.1% | +74.3% |
| All | +492.8% | -0.3% | +493.1% | +434.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling