+593.1%
CEG vs TNA
-16.4%
+609.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.5% |
| 7D | +12.1% | +3.7% | +8.4% | +11.1% |
| 30D | +0.2% | +4.4% | -4.1% | -1.4% |
| 3M | +0.7% | -26.7% | +27.4% | +8.6% |
| 6M | +2.2% | -12.8% | +15.1% | +4.8% |
| YTD | -20.3% | +22.7% | -43.0% | -26.1% |
| 1Y | -16.1% | +35.7% | -51.7% | -24.4% |
| 3Y | +134.7% | +134.6% | +0.1% | +73.3% |
| All | +593.1% | -16.4% | +609.4% | +451.3% |
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 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