+626.9%
CEG vs DT
-1.7%
+628.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +1.3% | -0.5% | +1.9% | +1.4% |
| 30D | +8.8% | +0.1% | +8.8% | +8.6% |
| 3M | +17.0% | +24.1% | -7.1% | +11.9% |
| 6M | -8.7% | +30.1% | -38.8% | -14.0% |
| YTD | -16.4% | +16.8% | -33.2% | -19.9% |
| 1Y | -1.8% | -0.1% | -1.7% | -3.1% |
| 3Y | +175.8% | +6.8% | +168.9% | +167.5% |
| All | +626.9% | -1.7% | +628.7% | +568.0% |
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