+593.1%
CEG vs TXG
-38.2%
+631.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.6% |
| 7D | +12.1% | -1.8% | +13.9% | +12.4% |
| 30D | +0.2% | -20.4% | +20.6% | +2.6% |
| 3M | +0.7% | +0.1% | +0.6% | -1.2% |
| 6M | +2.2% | +176.2% | -173.9% | -13.2% |
| YTD | -20.3% | +256.8% | -277.1% | -35.2% |
| 1Y | -16.1% | +255.9% | -272.0% | -31.9% |
| 3Y | +134.7% | +60.2% | +74.5% | +97.9% |
| All | +593.1% | -38.2% | +631.3% | +518.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling