+639.7%
CEG vs IYR
+5.2%
+634.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +6.7% | -0.4% | +7.1% | +6.9% |
| 30D | +11.0% | -2.5% | +13.5% | +12.7% |
| 3M | +19.5% | +1.5% | +18.0% | +17.9% |
| 6M | -5.9% | +3.9% | -9.7% | -8.3% |
| YTD | -15.0% | +9.5% | -24.5% | -19.9% |
| 1Y | +0.6% | +7.5% | -6.8% | -4.3% |
| 3Y | +180.6% | +30.8% | +149.8% | +127.8% |
| All | +639.7% | +5.2% | +634.5% | +610.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling