+134.7%
CEG vs TGT
+66.9%
+67.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +12.1% | +2.6% | +9.5% | +11.7% |
| 30D | +0.2% | +4.7% | -4.4% | -0.5% |
| 3M | +0.7% | +4.6% | -3.8% | -0.2% |
| 6M | +2.2% | +34.9% | -32.6% | -3.2% |
| YTD | -20.3% | +70.9% | -91.2% | -28.0% |
| 1Y | -16.1% | +84.4% | -100.4% | -25.4% |
| 3Y | +134.7% | +69.1% | +65.5% | +125.1% |
| All | +134.7% | +66.9% | +67.8% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling