+604.3%
CEG vs ET
+222.2%
+382.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | -4.8% | +0.2% | -5.0% | -4.9% |
| 30D | +2.3% | +2.9% | -0.5% | +0.3% |
| 3M | +15.6% | +16.8% | -1.2% | +3.8% |
| 6M | -5.0% | +18.9% | -23.9% | -16.3% |
| YTD | -19.0% | +37.7% | -56.7% | -36.1% |
| 1Y | -10.0% | +32.4% | -42.4% | -27.2% |
| 3Y | +163.9% | +99.5% | +64.5% | +70.8% |
| All | +604.3% | +222.2% | +382.1% | +231.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling