+518.2%
CEG vs DOW
-32.9%
+551.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.7% |
| 7D | -4.7% | -9.5% | +4.8% | -2.8% |
| 30D | -16.6% | +13.1% | -29.6% | -18.9% |
| 3M | -4.1% | +4.8% | -9.0% | -5.5% |
| 6M | -22.3% | -16.7% | -5.7% | -19.6% |
| YTD | -28.9% | +38.9% | -67.8% | -37.1% |
| 1Y | -28.5% | +48.3% | -76.7% | -38.2% |
| 3Y | +104.3% | -24.4% | +128.6% | +115.5% |
| All | +518.2% | -32.9% | +551.1% | +617.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling