+639.5%
CEG vs LIN
+56.5%
+582.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.8% | +5.3% |
| 7D | +8.0% | -2.1% | +10.1% | +9.0% |
| 30D | +12.9% | -2.4% | +15.4% | +14.1% |
| 3M | +13.2% | -5.6% | +18.7% | +15.5% |
| 6M | -7.0% | -3.4% | -3.6% | -6.5% |
| YTD | -15.0% | +13.1% | -28.1% | -21.4% |
| 1Y | -2.7% | +2.5% | -5.2% | -5.5% |
| 3Y | +184.1% | +27.6% | +156.5% | +143.5% |
| All | +639.5% | +56.5% | +582.9% | +484.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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