-31.9%
CEG vs TT
-6.5%
-25.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -5.7% |
| 7D | -4.8% | -8.5% | +3.7% | +0.1% |
| 30D | -8.2% | -12.8% | +4.6% | -0.4% |
| 3M | -7.9% | -12.9% | +5.0% | -0.2% |
| 6M | -23.2% | -15.2% | -8.0% | -15.9% |
| YTD | -30.1% | +6.2% | -36.3% | -32.9% |
| 1Y | -31.9% | -4.5% | -27.4% | -29.4% |
| All | -31.9% | -6.5% | -25.4% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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