+172.4%
CEG vs ET
+97.4%
+75.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.3% |
| 7D | +1.3% | +0.6% | +0.7% | +0.9% |
| 30D | +8.8% | +5.3% | +3.6% | +4.8% |
| 3M | +17.0% | +15.6% | +1.3% | +4.6% |
| 6M | -8.7% | +20.6% | -29.3% | -21.8% |
| YTD | -16.4% | +38.5% | -55.0% | -36.7% |
| 1Y | -1.8% | +35.7% | -37.5% | -24.6% |
| All | +172.4% | +97.4% | +75.1% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling