+626.9%
CEG vs IYR
+4.0%
+622.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.0% |
| 7D | +1.3% | -0.9% | +2.2% | +1.9% |
| 30D | +8.8% | -2.4% | +11.2% | +10.4% |
| 3M | +17.0% | -2.0% | +19.0% | +18.0% |
| 6M | -8.7% | +2.5% | -11.2% | -10.4% |
| YTD | -16.4% | +8.3% | -24.7% | -20.7% |
| 1Y | -1.8% | +6.5% | -8.2% | -6.0% |
| 3Y | +175.8% | +29.3% | +146.5% | +125.4% |
| All | +626.9% | +4.0% | +622.9% | +603.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling