+19.3%
ETN vs CEG
-3.0%
+22.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.9% | -1.4% | +1.8% |
| 7D | +2.0% | +8.0% | -6.0% | -0.6% |
| 30D | -7.9% | +12.9% | -20.9% | -11.6% |
| 3M | -1.6% | +13.2% | -14.8% | -5.6% |
| 6M | +16.9% | -7.0% | +23.9% | +17.4% |
| YTD | +30.1% | -15.0% | +45.1% | +33.8% |
| 1Y | +19.3% | -2.7% | +22.0% | +16.6% |
| All | +19.3% | -3.0% | +22.3% | +16.6% |
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