+582.9%
CEG vs DOW
-33.8%
+616.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.4% | +11.9% | +10.7% |
| 7D | +7.3% | -9.4% | +16.7% | +9.5% |
| 30D | -7.4% | +8.9% | -16.3% | -9.2% |
| 3M | +2.5% | +6.7% | -4.3% | +0.6% |
| 6M | -8.8% | -14.2% | +5.4% | -6.3% |
| YTD | -21.5% | +36.9% | -58.4% | -30.3% |
| 1Y | -22.5% | +45.8% | -68.3% | -32.8% |
| 3Y | +133.3% | -23.9% | +157.2% | +144.6% |
| All | +582.9% | -33.8% | +616.7% | +694.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling