-23.1%
CEG vs Q
+71.3%
-94.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.4% |
| 7D | +8.0% | +0.2% | +7.8% | +7.9% |
| 30D | +12.9% | -11.1% | +24.1% | +16.8% |
| 3M | +13.2% | -22.1% | +35.3% | +20.6% |
| 6M | -7.0% | +0.5% | -7.5% | -8.4% |
| YTD | -15.0% | +47.8% | -62.8% | -26.9% |
| All | -23.1% | +71.3% | -94.5% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling