+136.5%
CEG vs DVA
+105.4%
+31.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.1% | +7.9% | +2.8% |
| 7D | +17.8% | -10.7% | +28.5% | +18.0% |
| 30D | -4.5% | -4.4% | -0.1% | -4.5% |
| 3M | +1.5% | -4.1% | +5.6% | +1.4% |
| 6M | -3.5% | -13.2% | +9.7% | -3.5% |
| YTD | -19.7% | +53.2% | -72.9% | -22.6% |
| 1Y | -19.8% | +40.8% | -60.6% | -22.0% |
| All | +136.5% | +105.4% | +31.1% | +113.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling