+163.9%
CEG vs TDY
+46.9%
+117.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.0% |
| 7D | -4.8% | -1.1% | -3.6% | -4.3% |
| 30D | +2.3% | -12.0% | +14.4% | +8.4% |
| 3M | +15.6% | -3.2% | +18.8% | +16.8% |
| 6M | -5.0% | -7.9% | +2.9% | -1.7% |
| YTD | -19.0% | +18.2% | -37.3% | -26.3% |
| 1Y | -10.0% | +6.7% | -16.6% | -13.7% |
| 3Y | +163.9% | +47.5% | +116.4% | +121.8% |
| All | +163.9% | +46.9% | +117.1% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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