+104.3%
CEG vs TAP
-23.7%
+128.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.5% | +8.8% | +3.2% |
| 7D | -4.7% | +0.5% | -5.3% | -4.5% |
| 30D | -16.6% | +9.1% | -25.7% | -14.6% |
| 3M | -4.1% | -3.8% | -0.3% | -4.4% |
| 6M | -22.3% | -3.4% | -18.9% | -22.3% |
| YTD | -28.9% | -10.6% | -18.3% | -30.1% |
| 1Y | -28.5% | -4.4% | -24.0% | -28.3% |
| 3Y | +104.3% | -24.4% | +128.7% | +96.0% |
| All | +104.3% | -23.7% | +128.0% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling