+134.7%
CEG vs TXG
+65.2%
+69.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.6% |
| 7D | +12.1% | -1.8% | +13.9% | +12.3% |
| 30D | +0.2% | -20.4% | +20.6% | +2.2% |
| 3M | +0.7% | +0.1% | +0.6% | -1.3% |
| 6M | +2.2% | +176.2% | -173.9% | -11.7% |
| YTD | -20.3% | +256.8% | -277.1% | -33.7% |
| 1Y | -16.1% | +255.9% | -272.0% | -30.2% |
| 3Y | +134.7% | +60.2% | +74.5% | +100.9% |
| All | +134.7% | +65.2% | +69.5% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling