+582.9%
CEG vs ED
+69.7%
+513.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.1% | +10.6% | +10.5% |
| 7D | +7.3% | -0.1% | +7.4% | +7.3% |
| 30D | -7.4% | +11.6% | -19.0% | -8.4% |
| 3M | +2.5% | +10.5% | -8.1% | +1.3% |
| 6M | -8.8% | +13.2% | -22.0% | -10.1% |
| YTD | -21.5% | +22.1% | -43.6% | -23.5% |
| 1Y | -22.5% | +24.2% | -46.7% | -24.8% |
| 3Y | +133.3% | +46.9% | +86.4% | +100.6% |
| All | +582.9% | +69.7% | +513.2% | +444.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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