+582.9%
CEG vs EXE
+54.7%
+528.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.6% | +8.9% | +9.9% |
| 7D | +7.3% | -3.9% | +11.2% | +9.0% |
| 30D | -7.4% | -2.6% | -4.8% | -6.5% |
| 3M | +2.5% | -6.9% | +9.3% | +4.9% |
| 6M | -8.8% | -9.3% | +0.5% | -6.0% |
| YTD | -21.5% | -20.7% | -0.8% | -15.7% |
| 1Y | -22.5% | -21.8% | -0.7% | -16.8% |
| 3Y | +133.3% | +16.2% | +117.1% | +116.9% |
| All | +582.9% | +54.7% | +528.2% | +526.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling