+639.5%
CEG vs PSKY
-66.1%
+705.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.0% |
| 7D | +8.0% | -0.2% | +8.2% | +8.0% |
| 30D | +12.9% | +24.0% | -11.0% | +11.8% |
| 3M | +13.2% | +2.2% | +11.0% | +13.0% |
| 6M | -7.0% | -9.0% | +2.0% | -6.7% |
| YTD | -15.0% | -18.1% | +3.1% | -14.4% |
| 1Y | -2.7% | -25.1% | +22.4% | -1.8% |
| 3Y | +184.1% | -16.3% | +200.4% | +179.7% |
| All | +639.5% | -66.1% | +705.6% | +686.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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