+582.9%
CEG vs TAP
-9.9%
+592.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.2% | +11.6% | +10.4% |
| 7D | +7.3% | -7.8% | +15.1% | +6.7% |
| 30D | -7.4% | +7.1% | -14.5% | -7.0% |
| 3M | +2.5% | -7.0% | +9.5% | +2.2% |
| 6M | -8.8% | -3.8% | -5.0% | -8.7% |
| YTD | -21.5% | -11.7% | -9.8% | -21.8% |
| 1Y | -22.5% | -10.1% | -12.4% | -22.8% |
| 3Y | +133.3% | -23.7% | +157.0% | +132.3% |
| All | +582.9% | -9.9% | +592.8% | +560.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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