-2.7%
CEG vs DAR
+104.4%
-107.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.7% | +4.9% |
| 7D | +8.0% | +1.4% | +6.7% | +7.9% |
| 30D | +12.9% | +12.8% | +0.2% | +11.3% |
| 3M | +13.2% | +7.4% | +5.8% | +12.6% |
| 6M | -7.0% | +22.3% | -29.3% | -9.8% |
| YTD | -15.0% | +81.1% | -96.1% | -23.7% |
| 1Y | -2.7% | +106.5% | -109.2% | -14.5% |
| All | -2.7% | +104.4% | -107.1% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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