-25.4%
CEG vs DD
+33.0%
-58.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.5% |
| 7D | +1.7% | +2.2% | -0.6% | +0.6% |
| 30D | -10.2% | +20.7% | -30.8% | -16.3% |
| 3M | -0.8% | +11.3% | -12.2% | -5.0% |
| 6M | -11.5% | +6.0% | -17.5% | -14.3% |
| YTD | -23.9% | +31.7% | -55.6% | -27.4% |
| 1Y | -25.4% | +32.2% | -57.6% | -28.2% |
| All | -25.4% | +33.0% | -58.4% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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