-30.4%
CEG vs Q
+23.6%
-53.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.3% | -2.0% | +2.2% |
| 7D | -4.7% | +0.3% | -5.0% | -4.9% |
| 30D | -16.6% | -9.8% | -6.8% | -13.9% |
| 3M | -4.1% | -12.2% | +8.1% | -0.4% |
| 6M | -22.3% | -21.6% | -0.7% | -17.3% |
| YTD | -28.9% | +43.6% | -72.5% | -39.5% |
| All | -30.4% | +23.6% | -53.9% | -38.4% |
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