+180.6%
CEG vs DAR
+14.9%
+165.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.6% |
| 7D | +6.7% | -0.9% | +7.6% | +6.9% |
| 30D | +11.0% | +13.0% | -2.0% | +8.0% |
| 3M | +19.5% | +15.0% | +4.5% | +15.6% |
| 6M | -5.9% | +26.8% | -32.7% | -11.4% |
| YTD | -15.0% | +86.4% | -101.4% | -27.1% |
| 1Y | +0.6% | +115.1% | -114.5% | -17.1% |
| 3Y | +180.6% | +14.6% | +166.0% | +153.9% |
| All | +180.6% | +14.9% | +165.8% | +153.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling