+58.8%
DIA vs CEG
+583.3%
-524.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.8% |
| 7D | -0.9% | -4.7% | +3.8% | -0.5% |
| 30D | +0.3% | -16.6% | +16.8% | +2.0% |
| 3M | -4.5% | -4.1% | -0.4% | -4.4% |
| 6M | +3.4% | -22.3% | +25.7% | +5.5% |
| YTD | +7.8% | -28.9% | +36.7% | +10.5% |
| 1Y | +10.7% | -28.5% | +39.2% | +13.3% |
| 3Y | +57.5% | +104.3% | -46.8% | +32.6% |
| All | +58.8% | +583.3% | -524.5% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling