+607.3%
CEG vs INDA
+2.5%
+604.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -1.9% |
| 7D | +0.3% | -3.6% | +3.9% | +3.1% |
| 30D | +2.9% | -4.0% | +6.8% | +6.0% |
| 3M | +18.2% | +1.7% | +16.5% | +16.6% |
| 6M | -9.5% | -3.6% | -5.9% | -7.0% |
| YTD | -18.7% | -11.0% | -7.7% | -11.5% |
| 1Y | -10.1% | -9.5% | -0.6% | -3.4% |
| 3Y | +168.3% | +7.6% | +160.7% | +155.7% |
| All | +607.3% | +2.5% | +604.8% | +575.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling