+492.8%
CEG vs P
+245.9%
+246.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -16.4% | +13.9% | +2.3% |
| 7D | -9.4% | -31.9% | +22.5% | +0.7% |
| 30D | -20.2% | -36.5% | +16.3% | -9.7% |
| 3M | -9.5% | +11.6% | -21.1% | -14.3% |
| 6M | -25.0% | +25.2% | -50.2% | -33.1% |
| YTD | -31.9% | +39.4% | -71.3% | -42.0% |
| 1Y | -33.7% | -3.7% | -30.0% | -37.6% |
| 3Y | +108.7% | +167.3% | -58.6% | +45.9% |
| All | +492.8% | +245.9% | +246.8% | +296.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling