+134.7%
CEG vs DE
+88.0%
+46.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +12.1% | +0.3% | +11.8% | +12.1% |
| 30D | +0.2% | +3.6% | -3.3% | -0.5% |
| 3M | +0.7% | +10.2% | -9.5% | -1.6% |
| 6M | +2.2% | +16.6% | -14.3% | -1.5% |
| YTD | -20.3% | +45.8% | -66.1% | -28.5% |
| 1Y | -16.1% | +43.9% | -60.0% | -24.6% |
| 3Y | +134.7% | +89.6% | +45.1% | +102.9% |
| All | +134.7% | +88.0% | +46.6% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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