-27.4%
CEG vs Q
+74.5%
-101.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.1% | +5.9% | +3.9% |
| 7D | +17.8% | +11.5% | +6.3% | +13.7% |
| 30D | -4.5% | -0.2% | -4.4% | -4.7% |
| 3M | +1.5% | -13.6% | +15.1% | +5.7% |
| 6M | -3.5% | -27.0% | +23.5% | +4.6% |
| YTD | -19.7% | +50.5% | -70.2% | -31.4% |
| 1Y | -19.8% | +33.8% | -53.5% | -30.3% |
| All | -27.4% | +74.5% | -101.9% | -36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling