+598.5%
CEG vs ESI
+46.1%
+552.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.7% |
| 7D | +17.8% | +8.3% | +9.5% | +14.1% |
| 30D | -4.5% | -10.4% | +5.9% | -0.2% |
| 3M | +1.5% | -13.2% | +14.7% | +7.2% |
| 6M | -3.5% | -23.9% | +20.4% | +6.3% |
| YTD | -19.7% | +34.2% | -53.9% | -32.0% |
| 1Y | -19.8% | +22.2% | -42.0% | -29.2% |
| 3Y | +136.4% | +79.2% | +57.2% | +78.1% |
| All | +598.5% | +46.1% | +552.4% | +424.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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