+626.9%
CEG vs ET
+224.2%
+402.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.2% |
| 7D | +1.3% | +0.6% | +0.7% | +0.9% |
| 30D | +8.8% | +5.3% | +3.6% | +5.1% |
| 3M | +17.0% | +15.6% | +1.3% | +5.7% |
| 6M | -8.7% | +20.6% | -29.3% | -20.4% |
| YTD | -16.4% | +38.5% | -55.0% | -34.3% |
| 1Y | -1.8% | +35.7% | -37.5% | -21.9% |
| 3Y | +175.8% | +98.4% | +77.4% | +79.0% |
| All | +626.9% | +224.2% | +402.8% | +240.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling