+507.8%
CEG vs PR
+253.9%
+253.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.5% | -0.2% | -5.0% |
| 7D | -4.8% | -12.1% | +7.3% | -1.5% |
| 30D | -8.2% | +0.9% | -9.1% | -8.5% |
| 3M | -7.9% | +10.1% | -18.0% | -10.7% |
| 6M | -23.2% | +1.1% | -24.3% | -24.2% |
| YTD | -30.1% | +63.7% | -93.8% | -40.5% |
| 1Y | -31.9% | +87.0% | -118.9% | -44.6% |
| 3Y | +114.0% | +70.7% | +43.2% | +76.0% |
| All | +507.8% | +253.9% | +253.9% | +310.9% |
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