+41.0%
CEG vs TEM
+60.7%
-19.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +6.7% | +3.2% | +3.4% | +6.2% |
| 30D | +11.0% | +23.5% | -12.5% | +7.3% |
| 3M | +19.5% | +32.3% | -12.8% | +13.7% |
| 6M | -5.9% | +23.0% | -28.9% | -10.3% |
| YTD | -15.0% | +8.9% | -23.8% | -18.0% |
| 1Y | +0.6% | -19.9% | +20.5% | +0.9% |
| All | +41.0% | +60.7% | -19.7% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling