-28.5%
CEG vs PL
-3.5%
-24.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.4% | -6.1% | +3.1% |
| 7D | -4.7% | -6.8% | +2.1% | -4.1% |
| 30D | -16.6% | -29.3% | +12.7% | -13.9% |
| 3M | -4.1% | -44.8% | +40.6% | +0.8% |
| 6M | -22.3% | -68.4% | +46.1% | -15.0% |
| YTD | -28.9% | -36.4% | +7.4% | -29.8% |
| 1Y | -28.5% | +0.7% | -29.2% | -37.3% |
| All | -28.5% | -3.5% | -24.9% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling