-22.0%
CEG vs DLR
+11.2%
-33.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | +11.8% | -2.0% | +13.8% | +13.3% |
| 30D | -6.5% | +0.5% | -7.1% | -7.0% |
| 3M | -1.2% | -4.4% | +3.3% | +1.6% |
| 6M | -8.0% | -6.4% | -1.6% | -3.3% |
| YTD | -21.9% | +19.5% | -41.4% | -33.0% |
| All | -22.0% | +11.2% | -33.1% | -30.0% |
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