-7.6%
CEG vs DOW
-15.6%
+8.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.4% | +11.9% | +10.1% |
| 7D | +7.3% | -9.4% | +16.7% | +5.1% |
| 30D | -7.4% | +8.9% | -16.3% | -5.3% |
| 3M | +2.5% | +6.7% | -4.3% | +4.9% |
| All | -7.6% | -15.6% | +8.0% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling