+492.8%
CEG vs LIN
+70.8%
+421.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | -9.4% | +3.6% | -13.0% | -10.9% |
| 30D | -20.2% | +6.4% | -26.6% | -22.6% |
| 3M | -9.5% | +6.5% | -16.0% | -12.2% |
| 6M | -25.0% | +4.9% | -29.8% | -27.2% |
| YTD | -31.9% | +23.4% | -55.3% | -39.5% |
| 1Y | -33.7% | +26.3% | -60.0% | -41.9% |
| 3Y | +108.7% | +38.0% | +70.7% | +72.7% |
| All | +492.8% | +70.8% | +421.9% | +349.4% |
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