-1.8%
CEG vs DD
+33.7%
-35.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.0% |
| 7D | +1.3% | -3.8% | +5.1% | +2.5% |
| 30D | +8.8% | -9.2% | +18.1% | +12.0% |
| 3M | +17.0% | -9.0% | +26.0% | +20.1% |
| 6M | -8.7% | -5.0% | -3.8% | -7.0% |
| YTD | -16.4% | +7.4% | -23.8% | -15.4% |
| 1Y | -1.8% | +35.1% | -36.9% | -4.6% |
| All | -1.8% | +33.7% | -35.4% | -4.6% |
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