+607.3%
CEG vs DTE
+31.5%
+575.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.1% |
| 7D | +0.3% | -2.0% | +2.3% | +1.2% |
| 30D | +2.9% | -2.4% | +5.3% | +4.0% |
| 3M | +18.2% | -7.3% | +25.5% | +22.0% |
| 6M | -9.5% | -7.6% | -1.9% | -6.4% |
| YTD | -18.7% | +5.8% | -24.5% | -20.8% |
| 1Y | -10.1% | +2.3% | -12.5% | -11.3% |
| 3Y | +168.3% | +45.0% | +123.3% | +115.5% |
| All | +607.3% | +31.5% | +575.8% | +554.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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