+562.3%
CEG vs ES
-2.1%
+564.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | +1.7% | +0.9% | +0.8% | +1.3% |
| 30D | -10.2% | +5.9% | -16.1% | -11.7% |
| 3M | -0.8% | -1.0% | +0.2% | -0.8% |
| 6M | -11.5% | +7.2% | -18.7% | -13.5% |
| YTD | -23.9% | +7.0% | -30.8% | -25.5% |
| 1Y | -25.4% | +0.5% | -25.9% | -26.3% |
| 3Y | +124.2% | +48.7% | +75.5% | +82.2% |
| All | +562.3% | -2.1% | +564.3% | +643.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling