+607.3%
CEG vs TEL
+37.9%
+569.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +0.3% | -2.3% | +2.6% | +1.5% |
| 30D | +2.9% | -6.1% | +9.0% | +6.0% |
| 3M | +18.2% | +1.7% | +16.5% | +16.0% |
| 6M | -9.5% | +1.6% | -11.1% | -12.6% |
| YTD | -18.7% | -9.1% | -9.6% | -16.4% |
| 1Y | -10.1% | -1.7% | -8.5% | -11.6% |
| 3Y | +168.3% | +67.3% | +101.0% | +94.6% |
| All | +607.3% | +37.9% | +569.5% | +400.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling