-16.1%
CEG vs TGT
+82.0%
-98.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +12.1% | +2.6% | +9.5% | +12.1% |
| 30D | +0.2% | +4.7% | -4.4% | +0.5% |
| 3M | +0.7% | +4.6% | -3.8% | +0.9% |
| 6M | +2.2% | +34.9% | -32.6% | +1.7% |
| YTD | -20.3% | +70.9% | -91.2% | -18.6% |
| 1Y | -16.1% | +84.4% | -100.4% | -12.5% |
| All | -16.1% | +82.0% | -98.0% | -12.5% |
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