+180.6%
CEG vs DE
+72.4%
+108.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.9% | +0.5% |
| 7D | +6.7% | +0.7% | +6.0% | +6.5% |
| 30D | +11.0% | +9.6% | +1.3% | +8.6% |
| 3M | +19.5% | +19.0% | +0.5% | +14.4% |
| 6M | -5.9% | +16.1% | -21.9% | -9.6% |
| YTD | -15.0% | +47.0% | -62.0% | -24.3% |
| 1Y | +0.6% | +43.1% | -42.5% | -9.9% |
| 3Y | +180.6% | +77.5% | +103.1% | +141.1% |
| All | +180.6% | +72.4% | +108.2% | +141.1% |
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