+626.9%
CEG vs ETR
+129.8%
+497.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -0.9% |
| 7D | +1.3% | +0.4% | +0.9% | +1.0% |
| 30D | +8.8% | +2.0% | +6.8% | +7.3% |
| 3M | +17.0% | -1.7% | +18.7% | +18.0% |
| 6M | -8.7% | +3.6% | -12.3% | -11.2% |
| YTD | -16.4% | +18.0% | -34.5% | -25.2% |
| 1Y | -1.8% | +26.2% | -28.0% | -15.5% |
| 3Y | +175.8% | +148.0% | +27.8% | +61.7% |
| All | +626.9% | +129.8% | +497.1% | +382.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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