-29.9%
CEG vs IRE
-97.2%
+67.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +39.6% | -35.3% | +1.4% |
| 7D | -4.7% | -27.2% | +22.4% | -3.8% |
| 30D | -16.6% | -75.1% | +58.6% | -10.3% |
| 3M | -4.1% | -77.9% | +73.7% | +2.8% |
| 6M | -22.3% | -94.6% | +72.3% | -12.8% |
| YTD | -28.9% | -91.5% | +62.6% | -26.5% |
| 1Y | -28.5% | -97.8% | +69.4% | -17.8% |
| All | -29.9% | -97.2% | +67.3% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling