+518.2%
CEG vs TPR
+295.9%
+222.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.5% |
| 7D | -4.7% | +14.2% | -18.9% | -7.9% |
| 30D | -16.6% | +17.1% | -33.7% | -19.9% |
| 3M | -4.1% | -17.7% | +13.6% | -0.3% |
| 6M | -22.3% | -10.2% | -12.1% | -21.3% |
| YTD | -28.9% | +4.9% | -33.8% | -31.2% |
| 1Y | -28.5% | +36.1% | -64.6% | -35.2% |
| 3Y | +104.3% | +416.5% | -312.2% | +46.2% |
| All | +518.2% | +295.9% | +222.3% | +359.7% |
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