+187.4%
CEG vs PR
+73.2%
+114.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.4% |
| 7D | +8.0% | +2.9% | +5.1% | +7.0% |
| 30D | +12.9% | +18.0% | -5.1% | +6.6% |
| 3M | +13.2% | +16.9% | -3.7% | +6.9% |
| 6M | -7.0% | +28.2% | -35.2% | -16.2% |
| YTD | -15.0% | +69.3% | -84.3% | -32.0% |
| 1Y | -2.7% | +69.5% | -72.2% | -23.0% |
| All | +187.4% | +73.2% | +114.2% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling