+492.8%
CEG vs TPR
+300.0%
+192.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.1% | -9.5% | -4.1% |
| 7D | -9.4% | +13.9% | -23.3% | -12.3% |
| 30D | -20.2% | +14.9% | -35.1% | -23.1% |
| 3M | -9.5% | -15.4% | +5.9% | -6.5% |
| 6M | -25.0% | -4.5% | -20.5% | -25.2% |
| YTD | -31.9% | +6.0% | -37.9% | -34.1% |
| 1Y | -33.7% | +24.3% | -58.0% | -38.5% |
| 3Y | +108.7% | +412.8% | -304.1% | +49.4% |
| All | +492.8% | +300.0% | +192.8% | +339.8% |
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 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