+593.1%
CEG vs EXC
+37.2%
+555.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.2% |
| 7D | +12.1% | +1.4% | +10.7% | +11.6% |
| 30D | +0.2% | +8.6% | -8.3% | -2.9% |
| 3M | +0.7% | +2.4% | -1.7% | -0.4% |
| 6M | +2.2% | +6.5% | -4.2% | -0.5% |
| YTD | -20.3% | +9.0% | -29.4% | -23.3% |
| 1Y | -16.1% | +4.6% | -20.7% | -18.0% |
| 3Y | +134.7% | +33.5% | +101.2% | +98.2% |
| All | +593.1% | +37.2% | +555.8% | +466.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling