-31.9%
CEG vs INDA
-7.3%
-24.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.7% | -9.4% | -8.4% |
| 7D | -4.8% | +6.9% | -11.7% | -9.2% |
| 30D | -8.2% | +7.4% | -15.6% | -12.9% |
| 3M | -7.9% | -1.0% | -6.9% | -7.4% |
| 6M | -23.2% | +2.9% | -26.1% | -24.9% |
| YTD | -30.1% | -7.4% | -22.7% | -23.6% |
| 1Y | -31.9% | -7.4% | -24.5% | -25.6% |
| All | -31.9% | -7.3% | -24.6% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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