+0.6%
CEG vs TPR
+17.1%
-16.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +8.0% | -2.3% | +10.3% | +8.6% |
| 30D | +12.9% | -23.0% | +35.9% | +20.3% |
| 3M | +13.2% | -12.5% | +25.6% | +14.9% |
| 6M | -7.0% | -21.4% | +14.4% | -2.3% |
| YTD | -15.0% | -3.5% | -11.5% | -17.8% |
| All | +0.6% | +17.1% | -16.5% | -9.9% |
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 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