+639.5%
CEG vs P
+268.4%
+371.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +4.5% |
| 7D | +8.0% | +6.5% | +1.5% | +6.0% |
| 30D | +12.9% | +18.8% | -5.9% | +6.2% |
| 3M | +13.2% | +26.7% | -13.6% | +3.3% |
| 6M | -7.0% | +62.2% | -69.2% | -22.8% |
| YTD | -15.0% | +48.5% | -63.5% | -28.2% |
| 1Y | -2.7% | +26.4% | -29.1% | -15.3% |
| 3Y | +184.1% | +159.4% | +24.7% | +100.6% |
| All | +639.5% | +268.4% | +371.0% | +391.6% |
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 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