+639.7%
CEG vs TXT
+5.9%
+633.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +6.7% | -0.2% | +6.9% | +6.8% |
| 30D | +11.0% | -11.1% | +22.0% | +15.9% |
| 3M | +19.5% | -13.0% | +32.5% | +25.4% |
| 6M | -5.9% | -16.2% | +10.3% | 0.0% |
| YTD | -15.0% | -8.7% | -6.3% | -13.3% |
| 1Y | +0.6% | -3.8% | +4.4% | +0.2% |
| 3Y | +180.6% | +5.5% | +175.1% | +158.3% |
| All | +639.7% | +5.9% | +633.7% | +530.1% |
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