+130.1%
CEG vs IYR
+42.5%
+87.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +11.8% | -1.2% | +13.0% | +12.4% |
| 30D | -6.5% | +6.1% | -12.6% | -9.2% |
| 3M | -1.2% | +0.9% | -2.1% | -1.7% |
| 6M | -8.0% | +1.2% | -9.2% | -8.9% |
| YTD | -21.9% | +11.1% | -33.0% | -25.6% |
| 1Y | -21.4% | +9.0% | -30.4% | -24.6% |
| All | +130.1% | +42.5% | +87.6% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling