+593.0%
CEG vs ED
+73.5%
+519.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | +12.1% | +2.1% | +10.0% | +12.0% |
| 30D | +0.2% | +10.4% | -10.2% | -0.7% |
| 3M | +0.7% | +12.5% | -11.8% | -0.5% |
| 6M | +2.2% | +14.9% | -12.7% | +0.7% |
| YTD | -20.3% | +24.8% | -45.2% | -22.5% |
| 1Y | -16.1% | +23.8% | -39.9% | -18.3% |
| 3Y | +134.7% | +51.6% | +83.0% | +100.1% |
| All | +593.0% | +73.5% | +519.6% | +451.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling