-2.7%
CEG vs DLR
+19.9%
-22.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.7% |
| 7D | +8.0% | +1.6% | +6.5% | +6.9% |
| 30D | +12.9% | -3.4% | +16.3% | +15.2% |
| 3M | +13.2% | +0.5% | +12.7% | +12.4% |
| 6M | -7.0% | +4.6% | -11.5% | -9.9% |
| YTD | -15.0% | +23.4% | -38.4% | -27.1% |
| 1Y | -2.7% | +19.0% | -21.8% | -14.8% |
| All | -2.7% | +19.9% | -22.6% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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