-28.5%
CEG vs LIN
+25.4%
-53.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.1% |
| 7D | -4.7% | +0.2% | -4.9% | -4.7% |
| 30D | -16.6% | +6.5% | -23.0% | -16.2% |
| 3M | -4.1% | +5.5% | -9.6% | -3.8% |
| 6M | -22.3% | +3.3% | -25.7% | -22.4% |
| YTD | -28.9% | +22.0% | -51.0% | -27.1% |
| 1Y | -28.5% | +25.7% | -54.2% | -26.9% |
| All | -28.5% | +25.4% | -53.9% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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