-25.0%
CEG vs IRE
-94.4%
+69.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -33.9% | +31.5% | +0.3% |
| 7D | -9.4% | -57.1% | +47.7% | -4.2% |
| 30D | -20.2% | -84.4% | +64.2% | -10.1% |
| 3M | -9.5% | -85.0% | +75.5% | +1.2% |
| 6M | -25.0% | -95.2% | +70.3% | -13.3% |
| All | -25.0% | -94.4% | +69.4% | -13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling