+598.5%
CEG vs EXE
+59.0%
+539.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | +17.8% | +3.6% | +14.3% | +16.4% |
| 30D | -4.5% | -4.3% | -0.2% | -3.0% |
| 3M | +1.5% | -7.7% | +9.2% | +4.3% |
| 6M | -3.5% | -7.2% | +3.7% | -1.4% |
| YTD | -19.7% | -18.5% | -1.2% | -14.7% |
| 1Y | -19.8% | -24.4% | +4.6% | -12.5% |
| 3Y | +136.4% | +21.6% | +114.8% | +116.3% |
| All | +598.5% | +59.0% | +539.5% | +534.0% |
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