+104.3%
CEG vs DAR
+11.9%
+92.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.5% |
| 7D | -4.7% | -9.9% | +5.2% | -2.7% |
| 30D | -16.6% | -16.4% | -0.2% | -13.6% |
| 3M | -4.1% | -17.1% | +12.9% | -1.1% |
| 6M | -22.3% | -20.5% | -1.9% | -19.2% |
| YTD | -28.9% | +39.4% | -68.3% | -35.9% |
| 1Y | -28.5% | +57.2% | -85.7% | -37.5% |
| 3Y | +104.3% | +13.9% | +90.4% | +80.2% |
| All | +104.3% | +11.9% | +92.4% | +80.2% |
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