+639.5%
CEG vs ES
-1.2%
+640.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.0% |
| 7D | +8.0% | +0.3% | +7.7% | +7.9% |
| 30D | +12.9% | -2.0% | +14.9% | +13.5% |
| 3M | +13.2% | +1.7% | +11.5% | +12.4% |
| 6M | -7.0% | -3.5% | -3.4% | -6.4% |
| YTD | -15.0% | +7.9% | -22.9% | -16.9% |
| 1Y | -2.7% | +17.2% | -19.9% | -8.0% |
| 3Y | +184.1% | +29.3% | +154.8% | +151.9% |
| All | +639.5% | -1.2% | +640.7% | +729.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling