+593.1%
CEG vs ES
+0.9%
+592.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +12.1% | +2.7% | +9.4% | +11.4% |
| 30D | +0.2% | +7.6% | -7.4% | -1.8% |
| 3M | +0.7% | +0.5% | +0.2% | +0.4% |
| 6M | +2.2% | +7.6% | -5.4% | -0.1% |
| YTD | -20.3% | +10.2% | -30.6% | -22.6% |
| 1Y | -16.1% | +1.8% | -17.9% | -17.3% |
| 3Y | +134.7% | +55.4% | +79.3% | +87.7% |
| All | +593.1% | +0.9% | +592.1% | +672.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling