+136.5%
CEG vs ET
+84.4%
+52.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +2.9% | +2.9% |
| 7D | +17.8% | +3.0% | +14.8% | +15.3% |
| 30D | -4.5% | -3.5% | -1.1% | -2.0% |
| 3M | +1.5% | -5.6% | +7.1% | +5.5% |
| 6M | -3.5% | +0.5% | -4.0% | -4.8% |
| YTD | -19.7% | +26.3% | -46.1% | -35.4% |
| 1Y | -19.8% | +25.7% | -45.4% | -35.4% |
| All | +136.5% | +84.4% | +52.1% | +59.8% |
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