-31.9%
CEG vs DG
+45.3%
-77.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +8.5% | -15.2% | -6.7% |
| 7D | -4.8% | +12.3% | -17.1% | -4.9% |
| 30D | -8.2% | +19.3% | -27.5% | -8.9% |
| 3M | -7.9% | +11.9% | -19.8% | -8.3% |
| 6M | -23.2% | +25.0% | -48.2% | -24.3% |
| YTD | -30.1% | +8.7% | -38.9% | -30.6% |
| 1Y | -31.9% | +44.7% | -76.6% | -33.6% |
| All | -31.9% | +45.3% | -77.2% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling