-22.6%
CEG vs IRE
-97.3%
+74.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.5% | +12.9% | +10.6% |
| 7D | +7.3% | -15.5% | +22.8% | +7.4% |
| 30D | -7.4% | -70.4% | +63.0% | -1.5% |
| 3M | +2.5% | -81.6% | +84.1% | +11.2% |
| 6M | -8.8% | -94.7% | +85.9% | +2.6% |
| YTD | -21.5% | -91.8% | +70.3% | -18.7% |
| 1Y | -22.5% | -97.6% | +75.0% | -12.1% |
| All | -22.6% | -97.3% | +74.7% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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