+598.5%
CEG vs TXG
-37.2%
+635.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.8% | +7.5% | +3.4% |
| 7D | +17.8% | +1.8% | +16.0% | +17.6% |
| 30D | -4.5% | -17.7% | +13.1% | -2.6% |
| 3M | +1.5% | +2.3% | -0.8% | -0.7% |
| 6M | -3.5% | +182.5% | -186.0% | -18.3% |
| YTD | -19.7% | +262.4% | -282.1% | -34.9% |
| 1Y | -19.8% | +254.1% | -273.9% | -34.9% |
| 3Y | +136.4% | +66.6% | +69.8% | +98.3% |
| All | +598.5% | -37.2% | +635.7% | +522.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling