-21.4%
CEG vs D
+16.5%
-37.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.6% |
| 7D | +11.8% | -2.4% | +14.2% | +11.9% |
| 30D | -6.5% | +9.0% | -15.5% | -7.6% |
| 3M | -1.2% | +1.0% | -2.1% | -0.9% |
| 6M | -8.0% | +11.0% | -19.0% | -8.6% |
| YTD | -21.9% | +19.8% | -41.7% | -21.3% |
| 1Y | -21.4% | +16.0% | -37.4% | -20.6% |
| All | -21.4% | +16.5% | -37.9% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling