-28.5%
CEG vs D
+19.8%
-48.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.4% |
| 7D | -4.7% | +3.0% | -7.7% | -5.0% |
| 30D | -16.6% | +11.5% | -28.1% | -17.9% |
| 3M | -4.1% | +3.7% | -7.9% | -4.3% |
| 6M | -22.3% | +13.5% | -35.9% | -23.0% |
| YTD | -28.9% | +20.7% | -49.7% | -28.6% |
| 1Y | -28.5% | +18.2% | -46.7% | -27.9% |
| All | -28.5% | +19.8% | -48.3% | -27.9% |
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