-23.1%
CEG vs ESI
+19.1%
-42.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +5.1% | +5.3% | +8.6% |
| 7D | +7.3% | -3.5% | +10.8% | +8.6% |
| 30D | -7.4% | -9.3% | +1.9% | -4.4% |
| 3M | +2.5% | -12.8% | +15.2% | +6.6% |
| 6M | -8.8% | -24.6% | +15.8% | -2.2% |
| YTD | -21.5% | +32.7% | -54.2% | -29.4% |
| All | -23.1% | +19.1% | -42.2% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling