+104.3%
CEG vs PLD
+31.5%
+72.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.7% |
| 7D | -4.7% | -0.8% | -3.9% | -4.6% |
| 30D | -16.6% | -0.3% | -16.3% | -16.6% |
| 3M | -4.1% | -8.0% | +3.9% | -1.7% |
| 6M | -22.3% | -9.8% | -12.5% | -20.1% |
| YTD | -28.9% | +1.8% | -30.7% | -29.4% |
| 1Y | -28.5% | +5.6% | -34.1% | -29.7% |
| 3Y | +104.3% | +33.3% | +71.0% | +73.0% |
| All | +104.3% | +31.5% | +72.8% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 3y: compounded portfolio wealth divided by compounded PLD 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…
3y analysis · Full analysis span regression · 6 months rolling