-3.5%
CEG vs TXG
+188.3%
-191.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.8% | +7.5% | +3.2% |
| 7D | +17.8% | +1.8% | +16.0% | +17.7% |
| 30D | -4.5% | -17.7% | +13.1% | -3.6% |
| 3M | +1.5% | +2.3% | -0.8% | -4.6% |
| 6M | -3.5% | +182.5% | -186.0% | -26.7% |
| All | -3.5% | +188.3% | -191.8% | -26.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling