+582.9%
CEG vs EAT
+490.6%
+92.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.5% | +11.9% | +10.7% |
| 7D | +7.3% | -3.9% | +11.2% | +8.0% |
| 30D | -7.4% | +5.0% | -12.4% | -8.8% |
| 3M | +2.5% | -9.6% | +12.1% | +3.6% |
| 6M | -8.8% | +46.8% | -55.6% | -17.5% |
| YTD | -21.5% | +41.8% | -63.3% | -29.1% |
| 1Y | -22.5% | +98.3% | -120.8% | -35.4% |
| 3Y | +133.3% | +503.1% | -369.7% | +62.3% |
| All | +582.9% | +490.6% | +92.3% | +371.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling