-2.7%
CEG vs EAT
+37.5%
-40.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.8% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | +12.9% | +1.9% | +11.1% | +12.5% |
| 3M | +13.2% | +68.7% | -55.5% | +5.6% |
| 6M | -7.0% | +66.9% | -73.9% | -13.4% |
| YTD | -15.0% | +60.4% | -75.4% | -19.3% |
| 1Y | -2.7% | +44.0% | -46.7% | -1.1% |
| All | -2.7% | +37.5% | -40.2% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling