-31.9%
CEG vs TPR
+20.9%
-52.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.5% | -10.3% | -7.4% |
| 7D | -4.8% | +12.6% | -17.4% | -7.1% |
| 30D | -8.2% | +7.1% | -15.3% | -9.6% |
| 3M | -7.9% | -19.4% | +11.4% | -3.7% |
| 6M | -23.2% | -9.7% | -13.5% | -23.1% |
| YTD | -30.1% | -1.0% | -29.1% | -33.1% |
| 1Y | -31.9% | +19.3% | -51.2% | -39.6% |
| All | -31.9% | +20.9% | -52.8% | -39.6% |
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