+104.3%
CEG vs DRI
+66.4%
+37.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.5% |
| 7D | -4.7% | +2.8% | -7.5% | -5.3% |
| 30D | -16.6% | +13.3% | -29.8% | -18.8% |
| 3M | -4.1% | +8.2% | -12.3% | -5.9% |
| 6M | -22.3% | +17.5% | -39.9% | -25.4% |
| YTD | -28.9% | +26.9% | -55.8% | -33.1% |
| 1Y | -28.5% | +31.6% | -60.0% | -33.3% |
| 3Y | +104.3% | +67.0% | +37.3% | +79.6% |
| All | +104.3% | +66.4% | +37.9% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling