+180.1%
ETN vs CEG
+678.4%
-498.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +3.5% | -4.8% | +8.3% | +5.1% |
| 30D | -7.5% | +2.3% | -9.9% | -8.3% |
| 3M | +8.3% | +15.6% | -7.3% | +3.4% |
| 6M | +20.2% | -5.0% | +25.2% | +20.8% |
| YTD | +34.7% | -19.0% | +53.7% | +41.3% |
| 1Y | +19.4% | -10.0% | +29.4% | +20.6% |
| 3Y | +85.5% | +163.9% | -78.4% | +34.5% |
| All | +180.1% | +678.4% | -498.3% | +71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling