+18.6%
DIA vs CEG
-3.0%
+21.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -0.8% |
| 7D | -0.2% | +8.0% | -8.2% | -0.7% |
| 30D | -1.5% | +12.9% | -14.5% | -2.3% |
| 3M | +3.8% | +13.2% | -9.4% | +2.8% |
| 6M | +10.3% | -7.0% | +17.3% | +10.2% |
| YTD | +12.1% | -15.0% | +27.1% | +12.3% |
| 1Y | +18.6% | -2.7% | +21.4% | +18.9% |
| All | +18.6% | -3.0% | +21.7% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling