+639.7%
CEG vs EXE
+76.7%
+563.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +6.7% | -1.8% | +8.5% | +7.3% |
| 30D | +11.0% | +6.4% | +4.6% | +8.4% |
| 3M | +19.5% | +9.2% | +10.2% | +15.4% |
| 6M | -5.9% | -7.0% | +1.1% | -3.9% |
| YTD | -15.0% | -9.5% | -5.5% | -12.9% |
| 1Y | +0.6% | +6.2% | -5.6% | -4.6% |
| 3Y | +180.6% | +20.7% | +159.9% | +156.3% |
| All | +639.7% | +76.7% | +563.0% | +547.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling