+639.5%
CEG vs ED
+53.8%
+585.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.0% |
| 7D | +8.0% | -0.2% | +8.2% | +8.0% |
| 30D | +12.9% | -0.1% | +13.1% | +12.9% |
| 3M | +13.2% | +3.9% | +9.2% | +12.5% |
| 6M | -7.0% | -3.0% | -4.0% | -6.8% |
| YTD | -15.0% | +10.7% | -25.7% | -16.3% |
| 1Y | -2.7% | +13.3% | -16.1% | -4.9% |
| 3Y | +184.1% | +34.5% | +149.6% | +145.2% |
| All | +639.5% | +53.8% | +585.6% | +495.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling