+134.7%
CEG vs ESI
+79.1%
+55.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | +12.1% | +5.5% | +6.6% | +9.4% |
| 30D | +0.2% | -7.8% | +8.0% | +3.9% |
| 3M | +0.7% | -15.0% | +15.7% | +8.0% |
| 6M | +2.2% | -24.9% | +27.1% | +14.4% |
| YTD | -20.3% | +33.2% | -53.6% | -35.4% |
| 1Y | -16.1% | +24.9% | -41.0% | -29.5% |
| 3Y | +134.7% | +77.8% | +56.9% | +58.6% |
| All | +134.7% | +79.1% | +55.6% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling