+26.3%
CEG vs TEM
+101.4%
-75.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.6% | +1.6% | -2.4% |
| 7D | +1.7% | +3.5% | -1.9% | +1.3% |
| 30D | -10.2% | +13.5% | -23.7% | -11.7% |
| 3M | -0.8% | +46.3% | -47.1% | -7.0% |
| 6M | -11.5% | +61.5% | -73.1% | -18.9% |
| YTD | -23.9% | +36.4% | -60.3% | -29.3% |
| 1Y | -25.4% | +12.2% | -37.6% | -28.8% |
| All | +26.3% | +101.4% | -75.1% | +12.6% |
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