+518.2%
CEG vs DG
-32.1%
+550.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.1% | +7.4% | +4.4% |
| 7D | -4.7% | +1.1% | -5.8% | -4.8% |
| 30D | -16.6% | +9.5% | -26.1% | -17.0% |
| 3M | -4.1% | +5.5% | -9.6% | -4.4% |
| 6M | -22.3% | +16.1% | -38.4% | -23.0% |
| YTD | -28.9% | +2.7% | -31.6% | -29.2% |
| 1Y | -28.5% | +42.1% | -70.5% | -29.7% |
| 3Y | +104.3% | +19.3% | +85.0% | +104.0% |
| All | +518.2% | -32.1% | +550.3% | +593.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling