+604.3%
CEG vs PBR
+365.7%
+238.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -4.8% | +5.4% | -10.1% | -5.9% |
| 30D | +2.3% | +22.9% | -20.5% | -2.3% |
| 3M | +15.6% | +19.6% | -4.0% | +10.7% |
| 6M | -5.0% | +16.5% | -21.5% | -8.8% |
| YTD | -19.0% | +86.7% | -105.7% | -30.8% |
| 1Y | -10.0% | +74.7% | -84.7% | -22.0% |
| 3Y | +163.9% | +102.6% | +61.4% | +118.9% |
| All | +604.3% | +365.7% | +238.6% | +398.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling