-28.0%
CEG vs Q
+68.3%
-96.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | +0.4% |
| 7D | +12.1% | +1.2% | +10.9% | +11.7% |
| 30D | +0.2% | -2.7% | +2.9% | +0.9% |
| 3M | +0.7% | -16.9% | +17.7% | +6.3% |
| 6M | +2.2% | -26.9% | +29.1% | +11.0% |
| YTD | -20.3% | +45.2% | -65.6% | -31.1% |
| 1Y | -16.1% | +38.1% | -54.2% | -26.9% |
| All | -28.0% | +68.3% | -96.3% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling