+639.5%
CEG vs PR
+266.1%
+373.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.3% |
| 7D | +8.0% | +2.9% | +5.1% | +7.2% |
| 30D | +12.9% | +18.0% | -5.1% | +7.8% |
| 3M | +13.2% | +16.9% | -3.7% | +8.0% |
| 6M | -7.0% | +28.2% | -35.2% | -14.2% |
| YTD | -15.0% | +69.3% | -84.3% | -28.0% |
| 1Y | -2.7% | +69.5% | -72.2% | -18.2% |
| 3Y | +184.1% | +81.7% | +102.4% | +130.2% |
| All | +639.5% | +266.1% | +373.3% | +396.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling