+104.3%
CEG vs ED
+44.5%
+59.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +3.3% |
| 7D | -4.7% | +1.6% | -6.4% | -4.0% |
| 30D | -16.6% | +13.3% | -29.9% | -12.2% |
| 3M | -4.1% | +9.7% | -13.8% | -0.5% |
| 6M | -22.3% | +12.8% | -35.1% | -18.4% |
| YTD | -28.9% | +22.3% | -51.2% | -22.2% |
| 1Y | -28.5% | +26.3% | -54.7% | -20.4% |
| 3Y | +104.3% | +45.0% | +59.3% | +130.7% |
| All | +104.3% | +44.5% | +59.7% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling