+593.0%
CEG vs TAP
-7.6%
+600.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -0.5% |
| 7D | +12.1% | +1.3% | +10.8% | +12.2% |
| 30D | +0.2% | +5.7% | -5.5% | +0.7% |
| 3M | +0.7% | -1.9% | +2.6% | +0.9% |
| 6M | +2.2% | +0.9% | +1.3% | +2.6% |
| YTD | -20.3% | -9.5% | -10.8% | -20.4% |
| 1Y | -16.1% | -9.0% | -7.1% | -16.2% |
| 3Y | +134.7% | -22.2% | +156.9% | +134.5% |
| All | +593.0% | -7.6% | +600.7% | +571.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling