-31.9%
CEG vs EXE
-18.4%
-13.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.8% | -6.5% |
| 7D | -4.8% | -4.7% | -0.1% | -4.5% |
| 30D | -8.2% | +1.0% | -9.2% | -8.1% |
| 3M | -7.9% | -5.6% | -2.3% | -7.8% |
| 6M | -23.2% | -12.3% | -10.9% | -23.6% |
| YTD | -30.1% | -19.5% | -10.6% | -29.9% |
| 1Y | -31.9% | -18.9% | -13.0% | -32.1% |
| All | -31.9% | -18.4% | -13.5% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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