+639.5%
CEG vs TNA
+4.8%
+634.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.7% |
| 7D | +8.0% | -0.1% | +8.1% | +8.0% |
| 30D | +12.9% | -4.9% | +17.8% | +14.4% |
| 3M | +13.2% | +0.4% | +12.8% | +12.5% |
| 6M | -7.0% | +32.5% | -39.5% | -14.7% |
| YTD | -15.0% | +53.7% | -68.7% | -25.3% |
| 1Y | -2.7% | +65.1% | -67.8% | -16.6% |
| 3Y | +184.1% | +98.4% | +85.6% | +115.6% |
| All | +639.5% | +4.8% | +634.6% | +457.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling