+187.4%
CEG vs PWR
+195.8%
-8.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.4% |
| 7D | +8.0% | +3.6% | +4.4% | +5.4% |
| 30D | +12.9% | -8.6% | +21.5% | +19.5% |
| 3M | +13.2% | -13.2% | +26.3% | +22.3% |
| 6M | -7.0% | +9.9% | -16.9% | -18.3% |
| YTD | -15.0% | +48.0% | -63.0% | -42.5% |
| 1Y | -2.7% | +66.2% | -68.9% | -40.4% |
| All | +187.4% | +195.8% | -8.4% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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