+114.5%
ADI vs CEG
+181.7%
-67.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +2.4% | +6.7% | -4.2% | +1.3% |
| 30D | -6.6% | +11.0% | -17.5% | -8.3% |
| 3M | -9.8% | +19.5% | -29.3% | -12.6% |
| 6M | +15.7% | -5.9% | +21.5% | +15.9% |
| YTD | +35.1% | -15.0% | +50.1% | +37.3% |
| 1Y | +47.7% | +0.6% | +47.1% | +44.9% |
| 3Y | +114.5% | +180.6% | -66.2% | +66.0% |
| All | +114.5% | +181.7% | -67.2% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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