+180.6%
CEG vs ETR
+153.2%
+27.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.7% |
| 7D | +6.7% | +1.4% | +5.3% | +5.7% |
| 30D | +11.0% | +1.9% | +9.1% | +9.5% |
| 3M | +19.5% | +1.0% | +18.5% | +18.4% |
| 6M | -5.9% | +4.8% | -10.7% | -9.2% |
| YTD | -15.0% | +19.5% | -34.5% | -24.6% |
| 1Y | +0.6% | +28.1% | -27.5% | -14.1% |
| 3Y | +180.6% | +151.1% | +29.5% | +89.4% |
| All | +180.6% | +153.2% | +27.4% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling