+607.3%
CEG vs PBR
+369.6%
+237.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.8% | -3.2% |
| 7D | +0.3% | +4.2% | -3.9% | -0.6% |
| 30D | +2.9% | +22.7% | -19.8% | -1.8% |
| 3M | +18.2% | +21.5% | -3.3% | +12.8% |
| 6M | -9.5% | +24.0% | -33.5% | -14.5% |
| YTD | -18.7% | +88.2% | -106.9% | -30.6% |
| 1Y | -10.1% | +74.8% | -85.0% | -22.1% |
| 3Y | +168.3% | +105.1% | +63.2% | +121.9% |
| All | +607.3% | +369.6% | +237.7% | +399.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling