+607.3%
CEG vs TXG
-29.5%
+636.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.5% |
| 7D | +0.3% | +5.0% | -4.7% | -0.4% |
| 30D | +2.9% | +13.5% | -10.6% | +1.0% |
| 3M | +18.2% | +128.0% | -109.8% | +5.0% |
| 6M | -9.5% | +224.4% | -234.0% | -23.9% |
| YTD | -18.7% | +307.0% | -325.7% | -33.9% |
| 1Y | -10.1% | +427.2% | -437.4% | -30.0% |
| 3Y | +168.3% | +40.2% | +128.2% | +134.9% |
| All | +607.3% | -29.5% | +636.8% | +531.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling