+95.9%
CEG vs PLD
+33.1%
+62.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.3% | -1.8% |
| 7D | -9.4% | +0.4% | -9.8% | -9.6% |
| 30D | -20.2% | -0.1% | -20.1% | -20.2% |
| 3M | -9.5% | -7.9% | -1.5% | -7.2% |
| 6M | -25.0% | -7.0% | -18.0% | -23.5% |
| YTD | -31.9% | +3.1% | -34.9% | -32.6% |
| 1Y | -33.7% | +7.1% | -40.7% | -35.1% |
| All | +95.9% | +33.1% | +62.8% | +65.3% |
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