+134.7%
CEG vs DLR
+54.1%
+80.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +0.7% |
| 7D | +12.1% | +3.3% | +8.8% | +9.5% |
| 30D | +0.2% | +4.6% | -4.4% | -3.3% |
| 3M | +0.7% | -8.3% | +9.0% | +7.4% |
| 6M | +2.2% | -5.6% | +7.9% | +6.2% |
| YTD | -20.3% | +18.7% | -39.1% | -31.0% |
| 1Y | -16.1% | +17.1% | -33.2% | -26.6% |
| 3Y | +134.7% | +54.4% | +80.3% | +67.3% |
| All | +134.7% | +54.1% | +80.6% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling