+507.8%
CEG vs LIN
+72.0%
+435.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.3% | -7.8% |
| 7D | -4.8% | +3.3% | -8.1% | -6.3% |
| 30D | -8.2% | +8.8% | -17.0% | -11.7% |
| 3M | -7.9% | +8.6% | -16.5% | -11.5% |
| 6M | -23.2% | +7.0% | -30.2% | -26.2% |
| YTD | -30.1% | +24.3% | -54.4% | -38.1% |
| 1Y | -31.9% | +27.3% | -59.2% | -40.6% |
| 3Y | +114.0% | +38.9% | +75.1% | +76.5% |
| All | +507.8% | +72.0% | +435.8% | +359.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling