+562.3%
CEG vs DT
-15.6%
+577.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.8% |
| 7D | +1.7% | -7.5% | +9.2% | +2.9% |
| 30D | -10.2% | -31.5% | +21.3% | -4.9% |
| 3M | -0.8% | -14.0% | +13.2% | +0.9% |
| 6M | -11.5% | +6.9% | -18.4% | -14.0% |
| YTD | -23.9% | +0.3% | -24.2% | -25.5% |
| 1Y | -25.4% | -6.9% | -18.5% | -26.0% |
| 3Y | +124.2% | -13.9% | +138.1% | +123.9% |
| All | +562.3% | -15.6% | +577.8% | +520.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling