+607.3%
CEG vs TNA
-3.8%
+611.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -1.9% |
| 7D | +0.3% | -7.6% | +7.9% | +2.4% |
| 30D | +2.9% | -13.6% | +16.5% | +6.9% |
| 3M | +18.2% | +2.8% | +15.4% | +16.8% |
| 6M | -9.5% | +34.5% | -44.0% | -17.2% |
| YTD | -18.7% | +41.0% | -59.7% | -26.9% |
| 1Y | -10.1% | +52.0% | -62.1% | -21.3% |
| 3Y | +168.3% | +103.5% | +64.9% | +103.4% |
| All | +607.3% | -3.8% | +611.2% | +445.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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