+598.5%
CEG vs TXT
+12.3%
+586.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +3.5% |
| 7D | +17.8% | -1.1% | +18.9% | +18.2% |
| 30D | -4.5% | +13.3% | -17.8% | -9.1% |
| 3M | +1.5% | -5.1% | +6.6% | +3.1% |
| 6M | -3.5% | -7.1% | +3.6% | -1.4% |
| YTD | -19.7% | -3.2% | -16.5% | -20.1% |
| 1Y | -19.8% | +2.3% | -22.1% | -22.1% |
| 3Y | +136.4% | +11.1% | +125.3% | +113.0% |
| All | +598.5% | +12.3% | +586.2% | +480.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling