-2.7%
CEG vs ET
+31.4%
-34.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.9% |
| 7D | +8.0% | +0.9% | +7.1% | +8.1% |
| 30D | +12.9% | +7.5% | +5.5% | +13.9% |
| 3M | +13.2% | +11.4% | +1.7% | +14.5% |
| 6M | -7.0% | +18.5% | -25.5% | -5.0% |
| YTD | -15.0% | +37.4% | -52.4% | -12.5% |
| 1Y | -2.7% | +30.9% | -33.7% | +1.6% |
| All | -2.7% | +31.4% | -34.1% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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