-31.9%
CEG vs P
+19.7%
-51.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.0% | -1.7% | -5.7% |
| 7D | -4.8% | -19.4% | +14.6% | -0.7% |
| 30D | -8.2% | -22.3% | +14.1% | -3.6% |
| 3M | -7.9% | +33.2% | -41.1% | -13.2% |
| 6M | -23.2% | +53.6% | -76.9% | -31.0% |
| YTD | -30.1% | +66.8% | -96.9% | -38.9% |
| 1Y | -31.9% | +17.5% | -49.4% | -37.6% |
| All | -31.9% | +19.7% | -51.6% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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