+130.1%
CEG vs TPR
+407.3%
-277.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.1% |
| 7D | +11.8% | +6.4% | +5.4% | +9.6% |
| 30D | -6.5% | +13.8% | -20.3% | -10.5% |
| 3M | -1.2% | -16.6% | +15.5% | +3.9% |
| 6M | -8.0% | +0.7% | -8.7% | -10.1% |
| YTD | -21.9% | +5.3% | -27.2% | -25.7% |
| 1Y | -21.4% | +32.4% | -53.8% | -31.5% |
| All | +130.1% | +407.3% | -277.2% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling