+607.3%
CEG vs IYR
+3.1%
+604.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.1% |
| 7D | +0.3% | -2.8% | +3.2% | +2.1% |
| 30D | +2.9% | -2.5% | +5.4% | +4.5% |
| 3M | +18.2% | -3.0% | +21.2% | +20.0% |
| 6M | -9.5% | +1.6% | -11.2% | -10.7% |
| YTD | -18.7% | +7.3% | -26.0% | -22.4% |
| 1Y | -10.1% | +5.6% | -15.7% | -13.6% |
| 3Y | +168.3% | +28.1% | +140.2% | +120.7% |
| All | +607.3% | +3.1% | +604.3% | +588.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IYR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling