+562.3%
CEG vs PR
+242.7%
+319.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.3% |
| 7D | +1.7% | -9.5% | +11.2% | +4.4% |
| 30D | -10.2% | -5.7% | -4.5% | -8.9% |
| 3M | -0.8% | +3.0% | -3.8% | -2.1% |
| 6M | -11.5% | +11.8% | -23.4% | -15.1% |
| YTD | -23.9% | +58.5% | -82.3% | -34.6% |
| 1Y | -25.4% | +69.9% | -95.3% | -37.5% |
| 3Y | +124.2% | +84.9% | +39.3% | +81.7% |
| All | +562.3% | +242.7% | +319.6% | +351.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling