+104.3%
CEG vs EXC
+26.3%
+78.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +4.3% |
| 7D | -4.7% | -1.2% | -3.6% | -4.7% |
| 30D | -16.6% | +10.0% | -26.5% | -16.9% |
| 3M | -4.1% | +1.6% | -5.7% | -4.4% |
| 6M | -22.3% | +3.3% | -25.6% | -22.5% |
| YTD | -28.9% | +7.6% | -36.5% | -28.8% |
| 1Y | -28.5% | +3.5% | -31.9% | -28.4% |
| 3Y | +104.3% | +27.7% | +76.6% | +109.6% |
| All | +104.3% | +26.3% | +78.0% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling