-21.4%
CEG vs TXT
+4.6%
-26.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | +11.8% | -0.8% | +12.6% | +11.9% |
| 30D | -6.5% | +13.4% | -19.9% | -8.3% |
| 3M | -1.2% | -2.5% | +1.4% | -0.8% |
| 6M | -8.0% | -6.2% | -1.8% | -7.1% |
| YTD | -21.9% | -1.3% | -20.5% | -20.8% |
| 1Y | -21.4% | +4.3% | -25.8% | -22.2% |
| All | -21.4% | +4.6% | -26.0% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling