-25.0%
CEG vs PL
-71.0%
+46.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -10.1% | +7.6% | -0.6% |
| 7D | -9.4% | -20.5% | +11.1% | -5.7% |
| 30D | -20.2% | -38.8% | +18.5% | -13.7% |
| 3M | -9.5% | -49.1% | +39.7% | -0.2% |
| 6M | -25.0% | -69.4% | +44.4% | -14.8% |
| All | -25.0% | -71.0% | +46.0% | -14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling