+227.2%
CEG vs TLN
+710.8%
-483.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +1.1% |
| 7D | +12.1% | +11.0% | +1.1% | +4.5% |
| 30D | +0.2% | +4.9% | -4.7% | -3.2% |
| 3M | +0.7% | +4.9% | -4.2% | -3.1% |
| 6M | +2.2% | +7.1% | -4.9% | -4.4% |
| YTD | -20.3% | +0.3% | -20.6% | -23.4% |
| 1Y | -16.1% | +5.9% | -22.0% | -22.2% |
| 3Y | +134.7% | +578.5% | -443.8% | -18.1% |
| All | +227.2% | +710.8% | -483.6% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling