+187.4%
CEG vs P
+158.6%
+28.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +4.4% |
| 7D | +8.0% | +6.5% | +1.5% | +5.7% |
| 30D | +12.9% | +18.8% | -5.9% | +5.4% |
| 3M | +13.2% | +26.7% | -13.6% | +2.1% |
| 6M | -7.0% | +62.2% | -69.2% | -24.8% |
| YTD | -15.0% | +48.5% | -63.5% | -29.9% |
| 1Y | -2.7% | +26.4% | -29.1% | -17.2% |
| All | +187.4% | +158.6% | +28.8% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling