-31.9%
CEG vs EXC
+1.0%
-32.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.6% | -8.3% | -7.1% |
| 7D | -4.8% | +3.3% | -8.1% | -5.6% |
| 30D | -8.2% | +13.3% | -21.5% | -11.4% |
| 3M | -7.9% | +1.8% | -9.7% | -8.8% |
| 6M | -23.2% | +1.1% | -24.3% | -24.3% |
| YTD | -30.1% | +9.0% | -39.2% | -31.3% |
| 1Y | -31.9% | +3.4% | -35.3% | -31.1% |
| All | -31.9% | +1.0% | -32.9% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling