+518.2%
CEG vs DD
+52.6%
+465.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.8% |
| 7D | -4.7% | +4.6% | -9.4% | -6.5% |
| 30D | -16.6% | +11.8% | -28.3% | -20.4% |
| 3M | -4.1% | +2.2% | -6.3% | -5.1% |
| 6M | -22.3% | -1.6% | -20.7% | -22.0% |
| YTD | -28.9% | +23.0% | -51.9% | -35.3% |
| 1Y | -28.5% | +26.9% | -55.4% | -35.8% |
| 3Y | +104.3% | +77.9% | +26.4% | +55.3% |
| All | +518.2% | +52.6% | +465.6% | +358.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling