+604.3%
CEG vs DVA
+62.3%
+542.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -4.8% | -1.3% | -3.4% | -4.7% |
| 30D | +2.3% | 0.0% | +2.3% | +2.3% |
| 3M | +15.6% | -10.9% | +26.5% | +16.1% |
| 6M | -5.0% | +17.3% | -22.3% | -6.4% |
| YTD | -19.0% | +59.8% | -78.8% | -22.3% |
| 1Y | -10.0% | +36.3% | -46.2% | -12.4% |
| 3Y | +163.9% | +88.6% | +75.3% | +148.0% |
| All | +604.3% | +62.3% | +542.0% | +611.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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