+593.1%
CEG vs TPR
+294.7%
+298.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +12.1% | -0.3% | +12.4% | +12.2% |
| 30D | +0.2% | +15.1% | -14.9% | -3.3% |
| 3M | +0.7% | +3.5% | -2.8% | -0.6% |
| 6M | +2.2% | +0.4% | +1.8% | +0.8% |
| YTD | -20.3% | +4.6% | -24.9% | -22.7% |
| 1Y | -16.1% | +33.1% | -49.2% | -23.5% |
| 3Y | +134.7% | +396.0% | -261.3% | +69.0% |
| All | +593.1% | +294.7% | +298.3% | +415.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling