-2.7%
CEG vs TPR
+18.2%
-20.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | +8.0% | -2.7% | +10.7% | +8.7% |
| 30D | +12.9% | -23.3% | +36.2% | +20.4% |
| 3M | +13.2% | -12.8% | +26.0% | +15.0% |
| 6M | -7.0% | -21.7% | +14.7% | -2.2% |
| YTD | -15.0% | -3.9% | -11.1% | -17.8% |
| 1Y | -2.7% | +16.9% | -19.6% | -13.4% |
| All | -2.7% | +18.2% | -20.9% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling