+593.1%
CEG vs D
+7.2%
+585.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +12.1% | -1.4% | +13.5% | +12.5% |
| 30D | +0.2% | +7.7% | -7.5% | -2.3% |
| 3M | +0.7% | -0.3% | +1.0% | +0.5% |
| 6M | +2.2% | +10.1% | -7.8% | -1.2% |
| YTD | -20.3% | +19.1% | -39.4% | -25.0% |
| 1Y | -16.1% | +15.9% | -32.0% | -20.4% |
| 3Y | +134.7% | +75.0% | +59.7% | +81.6% |
| All | +593.1% | +7.2% | +585.9% | +686.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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