+639.7%
CEG vs ET
+221.6%
+418.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +6.7% | +0.4% | +6.3% | +6.4% |
| 30D | +11.0% | +6.9% | +4.1% | +6.1% |
| 3M | +19.5% | +13.1% | +6.4% | +9.6% |
| 6M | -5.9% | +18.7% | -24.6% | -17.0% |
| YTD | -15.0% | +37.4% | -52.4% | -32.8% |
| 1Y | +0.6% | +34.8% | -34.2% | -19.7% |
| 3Y | +180.6% | +96.8% | +83.8% | +83.1% |
| All | +639.7% | +221.6% | +418.0% | +248.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling