+626.9%
CEG vs DVA
+63.7%
+563.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -1.8% |
| 7D | +1.3% | +2.0% | -0.7% | +1.2% |
| 30D | +8.8% | -0.4% | +9.2% | +8.9% |
| 3M | +17.0% | -7.7% | +24.6% | +17.2% |
| 6M | -8.7% | +20.0% | -28.7% | -10.2% |
| YTD | -16.4% | +61.1% | -77.5% | -19.9% |
| 1Y | -1.8% | +33.9% | -35.6% | -4.2% |
| 3Y | +175.8% | +91.5% | +84.3% | +158.8% |
| All | +626.9% | +63.7% | +563.3% | +634.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling