-28.5%
CEG vs TPR
+42.2%
-70.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.5% |
| 7D | -4.7% | +14.2% | -18.9% | -7.1% |
| 30D | -16.6% | +17.1% | -33.7% | -19.1% |
| 3M | -4.1% | -17.7% | +13.6% | +0.4% |
| 6M | -22.3% | -10.2% | -12.1% | -21.4% |
| YTD | -28.9% | +4.9% | -33.8% | -33.2% |
| 1Y | -28.5% | +36.1% | -64.6% | -40.4% |
| All | -28.5% | +42.2% | -70.6% | -40.4% |
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