+579.5%
CEG vs TEL
+47.8%
+531.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.2% |
| 7D | +11.8% | -0.4% | +12.2% | +12.1% |
| 30D | -6.5% | +1.0% | -7.5% | -7.0% |
| 3M | -1.2% | +0.7% | -1.9% | -1.7% |
| 6M | -8.0% | +7.3% | -15.3% | -12.1% |
| YTD | -21.9% | -2.5% | -19.4% | -22.5% |
| 1Y | -21.4% | -10.3% | -11.2% | -18.3% |
| 3Y | +130.0% | +81.1% | +48.9% | +60.3% |
| All | +579.5% | +47.8% | +531.7% | +363.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling