-30.4%
CEG vs EAT
+99.8%
-130.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.2% | +4.5% |
| 7D | -4.7% | -2.6% | -2.1% | -4.6% |
| 30D | -16.6% | +11.5% | -28.0% | -17.6% |
| 3M | -4.1% | -9.1% | +5.0% | -3.4% |
| 6M | -22.3% | +40.4% | -62.7% | -27.2% |
| YTD | -28.9% | +43.9% | -72.9% | -32.9% |
| All | -30.4% | +99.8% | -130.2% | -36.5% |
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