+492.8%
CEG vs D
+10.3%
+482.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -9.4% | +6.9% | -16.4% | -11.3% |
| 30D | -20.2% | +12.3% | -32.5% | -23.2% |
| 3M | -9.5% | +3.0% | -12.5% | -10.4% |
| 6M | -25.0% | +12.8% | -37.8% | -27.9% |
| YTD | -31.9% | +22.6% | -54.4% | -36.3% |
| 1Y | -33.7% | +21.7% | -55.3% | -38.0% |
| 3Y | +108.7% | +83.9% | +24.8% | +58.6% |
| All | +492.8% | +10.3% | +482.4% | +567.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling