-28.5%
CEG vs ES
+1.8%
-30.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.2% | +4.5% |
| 7D | -4.7% | +1.9% | -6.6% | -5.1% |
| 30D | -16.6% | +7.1% | -23.6% | -17.4% |
| 3M | -4.1% | -1.9% | -2.2% | -3.9% |
| 6M | -22.3% | +4.4% | -26.7% | -23.1% |
| YTD | -28.9% | +7.3% | -36.3% | -28.9% |
| 1Y | -28.5% | +2.1% | -30.6% | -29.0% |
| All | -28.5% | +1.8% | -30.3% | -29.0% |
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