+562.3%
CEG vs TMF
-86.1%
+648.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -2.9% |
| 7D | +1.7% | -1.1% | +2.7% | +1.7% |
| 30D | -10.2% | +11.8% | -22.0% | -10.5% |
| 3M | -0.8% | -4.0% | +3.2% | -0.7% |
| 6M | -11.5% | -16.5% | +5.0% | -11.2% |
| YTD | -23.9% | -19.9% | -4.0% | -23.5% |
| 1Y | -25.4% | -25.6% | +0.2% | -25.0% |
| 3Y | +124.2% | -29.9% | +154.0% | +123.2% |
| All | +562.3% | -86.1% | +648.3% | +640.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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