-2.7%
CEG vs TGT
+84.5%
-87.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.9% |
| 7D | +8.0% | +0.8% | +7.3% | +8.0% |
| 30D | +12.9% | +12.2% | +0.7% | +12.2% |
| 3M | +13.2% | +33.8% | -20.6% | +11.5% |
| 6M | -7.0% | +39.3% | -46.3% | -9.0% |
| YTD | -15.0% | +72.9% | -87.9% | -16.8% |
| 1Y | -2.7% | +84.6% | -87.3% | -7.8% |
| All | -2.7% | +84.5% | -87.2% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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