-21.4%
CEG vs TAP
-11.8%
-9.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.4% |
| 7D | +11.8% | -8.0% | +19.8% | +9.7% |
| 30D | -6.5% | +4.1% | -10.6% | -5.8% |
| 3M | -1.2% | -4.4% | +3.2% | -1.5% |
| 6M | -8.0% | -1.9% | -6.1% | -7.7% |
| YTD | -21.9% | -12.1% | -9.8% | -22.8% |
| 1Y | -21.4% | -12.0% | -9.4% | -22.3% |
| All | -21.4% | -11.8% | -9.6% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling