-3.5%
CEG vs DE
+15.4%
-18.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +3.2% |
| 7D | +17.8% | +2.3% | +15.5% | +17.4% |
| 30D | -4.5% | +4.4% | -9.0% | -5.2% |
| 3M | +1.5% | +9.8% | -8.3% | -0.3% |
| 6M | -3.5% | +15.8% | -19.3% | -8.0% |
| All | -3.5% | +15.4% | -18.9% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling