+607.3%
CEG vs ELV
-0.6%
+607.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.4% | -8.1% | -3.0% |
| 7D | +0.3% | +0.9% | -0.5% | +0.3% |
| 30D | +2.9% | +7.2% | -4.3% | +2.4% |
| 3M | +18.2% | +3.4% | +14.8% | +17.8% |
| 6M | -9.5% | +48.6% | -58.1% | -13.3% |
| YTD | -18.7% | +20.6% | -39.3% | -20.4% |
| 1Y | -10.1% | +38.5% | -48.6% | -13.6% |
| 3Y | +168.3% | -2.4% | +170.7% | +166.8% |
| All | +607.3% | -0.6% | +607.9% | +621.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ELV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling