+562.3%
CEG vs D
+8.3%
+554.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | +1.7% | +2.4% | -0.7% | +0.8% |
| 30D | -10.2% | +10.9% | -21.1% | -13.2% |
| 3M | -0.8% | +2.8% | -3.7% | -1.9% |
| 6M | -11.5% | +12.7% | -24.2% | -15.1% |
| YTD | -23.9% | +20.3% | -44.2% | -28.5% |
| 1Y | -25.4% | +17.1% | -42.5% | -29.4% |
| 3Y | +124.2% | +75.1% | +49.0% | +73.9% |
| All | +562.3% | +8.3% | +554.0% | +649.1% |
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 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