+33.2%
CEG vs TEM
+89.7%
-56.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.2% | +3.3% |
| 7D | +17.8% | +7.8% | +10.1% | +16.8% |
| 30D | -4.5% | +11.2% | -15.8% | -5.9% |
| 3M | +1.5% | +39.0% | -37.5% | -4.2% |
| 6M | -3.5% | +61.6% | -65.2% | -11.7% |
| YTD | -19.7% | +28.5% | -48.2% | -24.9% |
| 1Y | -19.8% | +6.7% | -26.5% | -23.0% |
| All | +33.2% | +89.7% | -56.5% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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