-23.1%
CEG vs TLN
-8.1%
-15.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +7.2% | +3.2% | +5.5% |
| 7D | +7.3% | +9.1% | -1.7% | +1.1% |
| 30D | -7.4% | -4.1% | -3.3% | -4.9% |
| 3M | +2.5% | +4.4% | -2.0% | -1.2% |
| 6M | -8.8% | -6.0% | -2.8% | -7.0% |
| YTD | -21.5% | -3.1% | -18.4% | -22.9% |
| All | -23.1% | -8.1% | -15.0% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling