+518.2%
CEG vs EAT
+499.4%
+18.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.2% | +4.9% |
| 7D | -4.7% | -2.6% | -2.1% | -4.4% |
| 30D | -16.6% | +11.5% | -28.0% | -18.8% |
| 3M | -4.1% | -9.1% | +5.0% | -3.1% |
| 6M | -22.3% | +40.4% | -62.7% | -29.0% |
| YTD | -28.9% | +43.9% | -72.9% | -36.0% |
| 1Y | -28.5% | +101.9% | -130.4% | -40.6% |
| 3Y | +104.3% | +489.9% | -385.6% | +42.6% |
| All | +518.2% | +499.4% | +18.8% | +326.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling