-10.1%
CEG vs EAT
+38.2%
-48.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +0.3% | -6.2% | +6.5% | +1.0% |
| 30D | +2.9% | -3.0% | +5.9% | +3.0% |
| 3M | +18.2% | +45.6% | -27.4% | +12.2% |
| 6M | -9.5% | +53.5% | -63.1% | -15.0% |
| YTD | -18.7% | +49.6% | -68.3% | -22.4% |
| 1Y | -10.1% | +38.9% | -49.0% | -12.3% |
| All | -10.1% | +38.2% | -48.3% | -12.3% |
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