+626.9%
CEG vs DTE
+33.2%
+593.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.3% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +8.8% | -0.5% | +9.4% | +9.1% |
| 3M | +17.0% | -6.0% | +23.0% | +20.0% |
| 6M | -8.7% | -7.2% | -1.5% | -5.8% |
| YTD | -16.4% | +7.2% | -23.6% | -19.1% |
| 1Y | -1.8% | +4.1% | -5.8% | -3.8% |
| 3Y | +175.8% | +46.9% | +128.9% | +120.2% |
| All | +626.9% | +33.2% | +593.7% | +568.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling