-2.7%
CEG vs ES
+16.6%
-19.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.0% |
| 7D | +8.0% | +0.3% | +7.7% | +8.0% |
| 30D | +12.9% | -2.0% | +14.9% | +13.3% |
| 3M | +13.2% | +1.7% | +11.5% | +12.4% |
| 6M | -7.0% | -3.5% | -3.4% | -7.7% |
| YTD | -15.0% | +7.9% | -22.9% | -15.9% |
| 1Y | -2.7% | +17.2% | -19.9% | -12.7% |
| All | -2.7% | +16.6% | -19.3% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling