+639.5%
CEG vs PBR
+341.9%
+297.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +5.3% |
| 7D | +8.0% | +8.6% | -0.6% | +6.0% |
| 30D | +12.9% | +12.8% | +0.1% | +9.8% |
| 3M | +13.2% | +14.7% | -1.5% | +9.4% |
| 6M | -7.0% | +25.2% | -32.2% | -12.4% |
| YTD | -15.0% | +77.1% | -92.1% | -26.5% |
| 1Y | -2.7% | +69.6% | -72.3% | -15.2% |
| 3Y | +184.1% | +95.6% | +88.5% | +137.5% |
| All | +639.5% | +341.9% | +297.5% | +429.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling