+278.7%
CDE vs CEG
+678.4%
-399.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -3.1% | -4.8% | +1.6% | -1.3% |
| 30D | +9.5% | +2.3% | +7.1% | +8.5% |
| 3M | +25.5% | +15.6% | +9.9% | +19.0% |
| 6M | -7.9% | -5.0% | -2.9% | -6.7% |
| YTD | +15.6% | -19.0% | +34.6% | +22.6% |
| 1Y | +34.0% | -10.0% | +44.0% | +36.2% |
| 3Y | +791.9% | +163.9% | +628.0% | +394.8% |
| All | +278.7% | +678.4% | -399.7% | +71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling