+626.9%
CEG vs TNA
-0.8%
+627.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -0.6% |
| 7D | +1.3% | -3.6% | +4.9% | +2.3% |
| 30D | +8.8% | -10.1% | +18.9% | +11.9% |
| 3M | +17.0% | +2.7% | +14.3% | +15.7% |
| 6M | -8.7% | +38.4% | -47.1% | -17.1% |
| YTD | -16.4% | +45.4% | -61.9% | -25.5% |
| 1Y | -1.8% | +55.9% | -57.7% | -14.5% |
| 3Y | +175.8% | +109.8% | +66.0% | +107.3% |
| All | +626.9% | -0.8% | +627.8% | +455.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling