+598.5%
CEG vs DE
+86.5%
+512.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +3.3% |
| 7D | +17.8% | +2.3% | +15.5% | +17.1% |
| 30D | -4.5% | +4.4% | -9.0% | -5.7% |
| 3M | +1.5% | +9.8% | -8.3% | -1.6% |
| 6M | -3.5% | +15.8% | -19.3% | -8.2% |
| YTD | -19.7% | +47.0% | -66.7% | -30.3% |
| 1Y | -19.8% | +42.8% | -62.6% | -29.8% |
| 3Y | +136.4% | +88.9% | +47.5% | +84.9% |
| All | +598.5% | +86.5% | +512.0% | +424.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling