+133.3%
CEG vs ETR
+153.6%
-20.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.1% | +9.3% | +9.7% |
| 7D | +7.3% | +1.7% | +5.6% | +6.0% |
| 30D | -7.4% | +8.7% | -16.1% | -12.6% |
| 3M | +2.5% | +4.9% | -2.5% | -0.9% |
| 6M | -8.8% | +0.8% | -9.6% | -9.5% |
| YTD | -21.5% | +23.1% | -44.6% | -31.6% |
| 1Y | -22.5% | +17.9% | -40.4% | -30.7% |
| 3Y | +133.3% | +154.5% | -21.2% | +69.9% |
| All | +133.3% | +153.6% | -20.2% | +69.9% |
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 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