-31.9%
CEG vs TGT
+86.7%
-118.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.6% | -12.3% | -6.5% |
| 7D | -4.8% | +9.5% | -14.3% | -4.7% |
| 30D | -8.2% | +6.6% | -14.8% | -8.0% |
| 3M | -7.9% | +11.0% | -18.9% | -8.1% |
| 6M | -23.2% | +29.9% | -53.1% | -24.0% |
| YTD | -30.1% | +71.4% | -101.6% | -31.6% |
| 1Y | -31.9% | +88.6% | -120.5% | -33.0% |
| All | -31.9% | +86.7% | -118.6% | -33.0% |
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