+518.2%
CEG vs PR
+243.1%
+275.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.8% |
| 7D | -4.7% | -16.4% | +11.7% | -0.1% |
| 30D | -16.6% | -1.9% | -14.7% | -16.3% |
| 3M | -4.1% | +8.0% | -12.1% | -6.5% |
| 6M | -22.3% | +4.1% | -26.4% | -23.9% |
| YTD | -28.9% | +58.7% | -87.6% | -38.9% |
| 1Y | -28.5% | +75.8% | -104.3% | -40.6% |
| 3Y | +104.3% | +73.2% | +31.1% | +68.0% |
| All | +518.2% | +243.1% | +275.1% | +321.4% |
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