+639.7%
CEG vs DT
-2.3%
+642.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.5% |
| 7D | +6.7% | -4.9% | +11.5% | +7.5% |
| 30D | +11.0% | +2.7% | +8.3% | +10.2% |
| 3M | +19.5% | +20.0% | -0.5% | +15.0% |
| 6M | -5.9% | +28.0% | -33.9% | -11.0% |
| YTD | -15.0% | +16.0% | -31.0% | -18.4% |
| 1Y | +0.6% | +0.7% | -0.1% | -0.9% |
| 3Y | +180.6% | +6.2% | +174.4% | +172.5% |
| All | +639.7% | -2.3% | +642.0% | +580.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling