+582.9%
CEG vs EXC
+35.4%
+547.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.1% | +10.4% | +10.4% |
| 7D | +7.3% | -1.7% | +9.0% | +7.8% |
| 30D | -7.4% | +9.3% | -16.7% | -10.5% |
| 3M | +2.5% | +1.0% | +1.4% | +1.8% |
| 6M | -8.8% | +5.9% | -14.7% | -11.1% |
| YTD | -21.5% | +7.6% | -29.1% | -24.1% |
| 1Y | -22.5% | +2.4% | -24.9% | -23.8% |
| 3Y | +133.3% | +30.2% | +103.1% | +99.7% |
| All | +582.9% | +35.4% | +547.5% | +460.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling