+639.5%
CEG vs DTE
+33.2%
+606.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.2% |
| 7D | +8.0% | +0.2% | +7.9% | +7.9% |
| 30D | +12.9% | -2.6% | +15.5% | +14.2% |
| 3M | +13.2% | -3.9% | +17.1% | +14.8% |
| 6M | -7.0% | -7.9% | +0.9% | -3.7% |
| YTD | -15.0% | +7.2% | -22.2% | -17.7% |
| 1Y | -2.7% | +3.1% | -5.8% | -4.3% |
| 3Y | +184.1% | +47.6% | +136.5% | +126.1% |
| All | +639.5% | +33.2% | +606.2% | +580.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling