+562.3%
CEG vs EL
-61.2%
+623.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.1% |
| 7D | +1.7% | +7.6% | -6.0% | +0.4% |
| 30D | -10.2% | +15.7% | -25.9% | -12.5% |
| 3M | -0.8% | +30.5% | -31.4% | -5.6% |
| 6M | -11.5% | +32.5% | -44.1% | -16.3% |
| YTD | -23.9% | +9.4% | -33.3% | -26.2% |
| 1Y | -25.4% | +28.4% | -53.8% | -29.9% |
| 3Y | +124.2% | +4.4% | +119.7% | +103.4% |
| All | +562.3% | -61.2% | +623.4% | +600.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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