+593.1%
CEG vs PBR
+302.8%
+290.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | +12.1% | -1.0% | +13.1% | +12.3% |
| 30D | +0.2% | -29.3% | +29.5% | +7.4% |
| 3M | +0.7% | +5.5% | -4.8% | -1.4% |
| 6M | +2.2% | -2.9% | +5.1% | +1.6% |
| YTD | -20.3% | +61.5% | -81.8% | -30.3% |
| 1Y | -16.1% | +46.9% | -62.9% | -24.9% |
| 3Y | +134.7% | +66.4% | +68.2% | +101.4% |
| All | +593.1% | +302.8% | +290.2% | +402.3% |
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