+639.5%
CEG vs TPR
+264.1%
+375.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.7% |
| 3M | +13.2% | -12.5% | +25.6% | +15.7% |
| 6M | -7.0% | -21.4% | +14.4% | -2.5% |
| YTD | -15.0% | -3.5% | -11.5% | -15.7% |
| 1Y | -2.7% | +17.4% | -20.1% | -8.3% |
| 3Y | +184.1% | +291.3% | -107.2% | +113.9% |
| All | +639.5% | +264.1% | +375.3% | +463.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling