-16.1%
CEG vs D
+15.6%
-31.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +12.1% | -1.4% | +13.5% | +12.1% |
| 30D | +0.2% | +7.7% | -7.5% | -0.7% |
| 3M | +0.7% | -0.3% | +1.0% | +1.1% |
| 6M | +2.2% | +10.1% | -7.8% | +1.8% |
| YTD | -20.3% | +19.1% | -39.4% | -19.1% |
| 1Y | -16.1% | +15.9% | -32.0% | -16.1% |
| All | -16.1% | +15.6% | -31.7% | -16.1% |
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 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