-25.4%
CEG vs ES
-0.1%
-25.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | +1.7% | +0.9% | +0.8% | +1.4% |
| 30D | -10.2% | +5.9% | -16.1% | -10.9% |
| 3M | -0.8% | -1.0% | +0.2% | -0.8% |
| 6M | -11.5% | +7.2% | -18.7% | -12.6% |
| YTD | -23.9% | +7.0% | -30.8% | -23.7% |
| 1Y | -25.4% | +0.5% | -25.9% | -26.2% |
| All | -25.4% | -0.1% | -25.3% | -26.2% |
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 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