-25.4%
CEG vs D
+16.4%
-41.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | +1.7% | +2.4% | -0.7% | +1.5% |
| 30D | -10.2% | +10.9% | -21.1% | -11.5% |
| 3M | -0.8% | +2.8% | -3.7% | -0.9% |
| 6M | -11.5% | +12.7% | -24.2% | -12.2% |
| YTD | -23.9% | +20.3% | -44.2% | -23.2% |
| 1Y | -25.4% | +17.1% | -42.5% | -24.7% |
| All | -25.4% | +16.4% | -41.8% | -24.7% |
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