+639.5%
CEG vs DRI
+79.9%
+559.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.0% |
| 7D | +8.0% | +0.6% | +7.4% | +7.9% |
| 30D | +12.9% | +3.8% | +9.1% | +11.7% |
| 3M | +13.2% | +13.0% | +0.2% | +9.0% |
| 6M | -7.0% | +8.3% | -15.3% | -9.4% |
| YTD | -15.0% | +20.6% | -35.6% | -19.8% |
| 1Y | -2.7% | +6.5% | -9.2% | -5.1% |
| 3Y | +184.1% | +53.7% | +130.4% | +148.0% |
| All | +639.5% | +79.9% | +559.6% | +515.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling