+639.7%
CEG vs TDY
+46.4%
+593.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | +6.7% | -0.9% | +7.6% | +7.2% |
| 30D | +11.0% | -12.5% | +23.4% | +18.5% |
| 3M | +19.5% | -1.2% | +20.7% | +19.6% |
| 6M | -5.9% | -6.6% | +0.7% | -3.0% |
| YTD | -15.0% | +18.5% | -33.4% | -23.3% |
| 1Y | +0.6% | +10.8% | -10.1% | -6.4% |
| 3Y | +180.6% | +47.5% | +133.1% | +122.6% |
| All | +639.7% | +46.4% | +593.3% | +481.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling