-28.5%
CEG vs TAP
-6.0%
-22.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.5% | +8.8% | +3.3% |
| 7D | -4.7% | +0.5% | -5.3% | -4.6% |
| 30D | -16.6% | +9.1% | -25.7% | -15.3% |
| 3M | -4.1% | -3.8% | -0.3% | -4.2% |
| 6M | -22.3% | -3.4% | -18.9% | -22.3% |
| YTD | -28.9% | -10.6% | -18.3% | -29.9% |
| 1Y | -28.5% | -4.4% | -24.0% | -27.5% |
| All | -28.5% | -6.0% | -22.5% | -27.5% |
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