+607.3%
CEG vs TDY
+44.3%
+563.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +0.3% | -1.9% | +2.2% | +1.3% |
| 30D | +2.9% | -12.5% | +15.4% | +9.9% |
| 3M | +18.2% | -0.8% | +19.0% | +18.1% |
| 6M | -9.5% | -9.0% | -0.6% | -5.5% |
| YTD | -18.7% | +16.8% | -35.5% | -26.1% |
| 1Y | -10.1% | +9.5% | -19.6% | -15.9% |
| 3Y | +168.3% | +45.4% | +122.9% | +114.4% |
| All | +607.3% | +44.3% | +563.0% | +460.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling