+582.9%
CEG vs PLD
-3.3%
+586.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.8% | +7.6% | +9.3% |
| 7D | +7.3% | +0.7% | +6.6% | +7.0% |
| 30D | -7.4% | +0.8% | -8.2% | -7.7% |
| 3M | +2.5% | -6.1% | +8.6% | +5.1% |
| 6M | -8.8% | -8.0% | -0.8% | -5.9% |
| YTD | -21.5% | +4.7% | -26.2% | -23.3% |
| 1Y | -22.5% | +7.2% | -29.7% | -25.2% |
| 3Y | +133.3% | +39.2% | +94.1% | +91.1% |
| All | +582.9% | -3.3% | +586.1% | +572.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling