+582.9%
CEG vs D
+8.1%
+574.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.5% | +11.0% | +10.6% |
| 7D | +7.3% | +0.8% | +6.6% | +6.9% |
| 30D | -7.4% | +10.7% | -18.1% | -10.5% |
| 3M | +2.5% | +2.3% | +0.2% | +1.5% |
| 6M | -8.8% | +12.5% | -21.3% | -12.4% |
| YTD | -21.5% | +20.1% | -41.6% | -26.2% |
| 1Y | -22.5% | +15.6% | -38.1% | -26.4% |
| 3Y | +133.3% | +75.2% | +58.2% | +80.9% |
| All | +582.9% | +8.1% | +574.8% | +672.8% |
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