+104.3%
CEG vs EXE
+3.8%
+100.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | -4.7% | -6.6% | +1.8% | -2.1% |
| 30D | -16.6% | -4.0% | -12.6% | -15.2% |
| 3M | -4.1% | -7.5% | +3.3% | -1.4% |
| 6M | -22.3% | -11.7% | -10.7% | -18.9% |
| YTD | -28.9% | -22.0% | -6.9% | -22.4% |
| 1Y | -28.5% | -21.8% | -6.7% | -22.6% |
| 3Y | +104.3% | +8.0% | +96.3% | +89.6% |
| All | +104.3% | +3.8% | +100.5% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling