+639.5%
CEG vs TXG
-33.5%
+672.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.0% |
| 7D | +8.0% | +1.8% | +6.2% | +7.7% |
| 30D | +12.9% | +32.0% | -19.1% | +8.5% |
| 3M | +13.2% | +87.0% | -73.9% | +3.2% |
| 6M | -7.0% | +180.1% | -187.1% | -20.2% |
| YTD | -15.0% | +284.1% | -299.1% | -30.4% |
| 1Y | -2.7% | +361.7% | -364.4% | -23.0% |
| 3Y | +184.1% | +15.9% | +168.2% | +155.8% |
| All | +639.5% | -33.5% | +672.9% | +565.0% |
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