+639.5%
CEG vs ETR
+130.0%
+509.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.2% |
| 7D | +8.0% | +1.4% | +6.6% | +7.0% |
| 30D | +12.9% | +1.0% | +12.0% | +12.1% |
| 3M | +13.2% | -1.3% | +14.4% | +13.8% |
| 6M | -7.0% | +1.9% | -8.9% | -8.5% |
| YTD | -15.0% | +18.2% | -33.2% | -24.0% |
| 1Y | -2.7% | +24.7% | -27.4% | -15.7% |
| 3Y | +184.1% | +150.7% | +33.4% | +65.4% |
| All | +639.5% | +130.0% | +509.4% | +390.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling