+607.3%
CEG vs TGT
-18.2%
+625.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.4% |
| 7D | +0.3% | -5.0% | +5.4% | +1.5% |
| 30D | +2.9% | +3.0% | -0.2% | +2.1% |
| 3M | +18.2% | +22.6% | -4.4% | +12.4% |
| 6M | -9.5% | +31.2% | -40.7% | -15.6% |
| YTD | -18.7% | +63.7% | -82.4% | -28.3% |
| 1Y | -10.1% | +78.5% | -88.6% | -22.7% |
| 3Y | +168.3% | +40.5% | +127.8% | +135.6% |
| All | +607.3% | -18.2% | +625.5% | +604.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling