+582.9%
CEG vs ESI
+44.5%
+538.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +5.1% | +5.3% | +8.3% |
| 7D | +7.3% | -3.5% | +10.8% | +9.0% |
| 30D | -7.4% | -9.3% | +1.9% | -3.6% |
| 3M | +2.5% | -12.8% | +15.2% | +8.0% |
| 6M | -8.8% | -24.6% | +15.8% | +0.9% |
| YTD | -21.5% | +32.7% | -54.2% | -33.1% |
| 1Y | -22.5% | +20.3% | -42.8% | -31.2% |
| 3Y | +133.3% | +80.2% | +53.1% | +75.7% |
| All | +582.9% | +44.5% | +538.4% | +414.8% |
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