-7.2%
CEG vs DE
+18.9%
-26.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | +8.0% | +10.0% | -2.0% | +6.0% |
| 30D | +12.9% | +13.3% | -0.4% | +10.1% |
| 3M | +13.2% | +17.5% | -4.3% | +8.7% |
| All | -7.2% | +18.9% | -26.1% | -13.7% |
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