+639.5%
CEG vs INDA
+6.3%
+633.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +8.0% | +0.7% | +7.3% | +7.5% |
| 30D | +12.9% | -0.8% | +13.7% | +13.6% |
| 3M | +13.2% | +3.9% | +9.2% | +10.0% |
| 6M | -7.0% | -0.7% | -6.3% | -6.5% |
| YTD | -15.0% | -7.7% | -7.3% | -9.9% |
| 1Y | -2.7% | -5.1% | +2.4% | +1.0% |
| 3Y | +184.1% | +13.6% | +170.4% | +160.5% |
| All | +639.5% | +6.3% | +633.1% | +587.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling