+249.2%
CEG vs TLN
+602.5%
-353.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | -1.8% |
| 7D | +6.7% | +10.9% | -4.2% | -0.4% |
| 30D | +11.0% | -6.3% | +17.3% | +15.3% |
| 3M | +19.5% | -10.7% | +30.2% | +26.5% |
| 6M | -5.9% | +1.6% | -7.5% | -9.2% |
| YTD | -15.0% | -13.1% | -1.9% | -9.8% |
| 1Y | +0.6% | -15.1% | +15.7% | +7.8% |
| 3Y | +180.6% | +495.0% | -314.4% | +7.4% |
| All | +249.2% | +602.5% | -353.3% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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