+492.8%
CEG vs PR
+236.7%
+256.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | -1.2% |
| 7D | -9.4% | -16.5% | +7.1% | -5.0% |
| 30D | -20.2% | -4.5% | -15.7% | -19.4% |
| 3M | -9.5% | +8.5% | -18.0% | -11.9% |
| 6M | -25.0% | -3.3% | -21.6% | -25.0% |
| YTD | -31.9% | +55.7% | -87.6% | -41.2% |
| 1Y | -33.7% | +82.0% | -115.7% | -45.7% |
| 3Y | +108.7% | +62.5% | +46.2% | +74.0% |
| All | +492.8% | +236.7% | +256.1% | +306.1% |
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