+0.6%
CEG vs Z
-63.3%
+63.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.5% | -0.1% |
| 7D | +6.7% | -3.3% | +9.9% | +6.6% |
| 30D | +11.0% | -3.7% | +14.7% | +10.9% |
| 3M | +19.5% | -7.0% | +26.5% | +19.8% |
| 6M | -5.9% | -29.5% | +23.7% | -5.7% |
| YTD | -15.0% | -52.6% | +37.6% | -19.8% |
| 1Y | +0.6% | -64.0% | +64.6% | -12.4% |
| All | +0.6% | -63.3% | +63.9% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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