+518.2%
CEG vs PL
+98.3%
+420.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.4% | -6.1% | +3.0% |
| 7D | -4.7% | -6.8% | +2.1% | -3.9% |
| 30D | -16.6% | -29.3% | +12.7% | -13.1% |
| 3M | -4.1% | -44.8% | +40.6% | +2.6% |
| 6M | -22.3% | -68.4% | +46.1% | -12.4% |
| YTD | -28.9% | -36.4% | +7.4% | -28.3% |
| 1Y | -28.5% | +0.7% | -29.2% | -32.6% |
| 3Y | +104.3% | +455.3% | -351.0% | +44.0% |
| All | +518.2% | +98.3% | +420.0% | +373.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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