+518.2%
CEG vs DLR
+31.0%
+487.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | -4.7% | -3.6% | -1.1% | -2.9% |
| 30D | -16.6% | -3.5% | -13.1% | -14.9% |
| 3M | -4.1% | -8.9% | +4.8% | +1.0% |
| 6M | -22.3% | -11.6% | -10.7% | -17.0% |
| YTD | -28.9% | +14.9% | -43.8% | -34.4% |
| 1Y | -28.5% | +6.4% | -34.9% | -31.1% |
| 3Y | +104.3% | +47.3% | +57.0% | +71.5% |
| All | +518.2% | +31.0% | +487.2% | +470.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling