-16.1%
CEG vs TEM
+3.5%
-19.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | -0.3% |
| 7D | +12.1% | -5.9% | +18.0% | +12.7% |
| 30D | +0.2% | +4.8% | -4.6% | +0.1% |
| 3M | +0.7% | +31.9% | -31.2% | -2.9% |
| 6M | +2.2% | +56.0% | -53.7% | -4.3% |
| YTD | -20.3% | +21.3% | -41.6% | -25.3% |
| 1Y | -16.1% | +5.4% | -21.5% | -17.3% |
| All | -16.1% | +3.5% | -19.6% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling