-16.8%
CEG vs DOW
+11.5%
-28.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +3.4% |
| 7D | -4.7% | -9.5% | +4.8% | -10.1% |
| 30D | -16.6% | +13.1% | -29.6% | -3.0% |
| All | -16.8% | +11.5% | -28.3% | -4.5% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling