-2.7%
CEG vs P
+32.0%
-34.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +4.6% |
| 7D | +8.0% | +6.5% | +1.5% | +6.6% |
| 30D | +12.9% | +18.8% | -5.9% | +7.9% |
| 3M | +13.2% | +26.7% | -13.6% | +5.7% |
| 6M | -7.0% | +62.2% | -69.2% | -19.9% |
| YTD | -15.0% | +48.5% | -63.5% | -25.8% |
| 1Y | -2.7% | +26.4% | -29.1% | -16.5% |
| All | -2.7% | +32.0% | -34.7% | -16.5% |
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