+626.9%
CEG vs TE
-48.3%
+675.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.2% | -1.4% |
| 7D | +1.3% | +15.0% | -13.7% | 0.0% |
| 30D | +8.8% | -7.5% | +16.4% | +9.4% |
| 3M | +17.0% | -42.0% | +58.9% | +21.2% |
| 6M | -8.7% | -31.4% | +22.7% | -8.3% |
| YTD | -16.4% | -26.5% | +10.1% | -17.4% |
| 1Y | -1.8% | +153.1% | -154.8% | -14.8% |
| 3Y | +175.8% | -20.7% | +196.5% | +158.4% |
| All | +626.9% | -48.3% | +675.3% | +572.2% |
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