+626.9%
CEG vs INDA
+3.7%
+623.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.1% |
| 7D | +1.3% | -2.6% | +3.9% | +3.3% |
| 30D | +8.8% | -2.9% | +11.8% | +11.2% |
| 3M | +17.0% | +2.4% | +14.6% | +14.9% |
| 6M | -8.7% | -2.6% | -6.1% | -6.9% |
| YTD | -16.4% | -10.0% | -6.5% | -9.8% |
| 1Y | -1.8% | -7.7% | +5.9% | +4.0% |
| 3Y | +175.8% | +8.9% | +166.9% | +160.5% |
| All | +626.9% | +3.7% | +623.2% | +588.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling