+582.9%
CEG vs TE
-75.9%
+658.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -3.0% | +13.4% | +10.7% |
| 7D | +7.3% | -10.5% | +17.9% | +8.3% |
| 30D | -7.4% | -32.4% | +25.1% | -4.2% |
| 3M | +2.5% | -60.9% | +63.3% | +10.9% |
| 6M | -8.8% | -62.8% | +54.0% | -2.7% |
| YTD | -21.5% | -65.7% | +44.2% | -17.1% |
| 1Y | -22.5% | -39.9% | +17.4% | -22.8% |
| 3Y | +133.3% | +10.6% | +122.7% | +101.9% |
| All | +582.9% | -75.9% | +658.8% | +574.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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