-30.4%
CEG vs P
+4.1%
-34.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.8% | +3.6% |
| 7D | -4.7% | -23.8% | +19.1% | +0.3% |
| 30D | -16.6% | -36.6% | +20.1% | -9.0% |
| 3M | -4.1% | +10.9% | -15.0% | -6.4% |
| 6M | -22.3% | +30.0% | -52.3% | -27.9% |
| YTD | -28.9% | +44.4% | -73.3% | -36.2% |
| All | -30.4% | +4.1% | -34.5% | -34.6% |
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