+639.5%
CEG vs D
+3.2%
+636.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.3% |
| 7D | +8.0% | +0.4% | +7.6% | +7.8% |
| 30D | +12.9% | -3.6% | +16.5% | +14.2% |
| 3M | +13.2% | -1.0% | +14.2% | +13.4% |
| 6M | -7.0% | +6.3% | -13.3% | -8.9% |
| YTD | -15.0% | +14.7% | -29.7% | -18.8% |
| 1Y | -2.7% | +16.9% | -19.7% | -8.0% |
| 3Y | +184.1% | +56.8% | +127.3% | +131.6% |
| All | +639.5% | +3.2% | +636.2% | +750.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling