+134.7%
CEG vs TXT
+10.4%
+124.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +12.1% | +0.1% | +12.0% | +12.0% |
| 30D | +0.2% | +13.3% | -13.1% | -3.8% |
| 3M | +0.7% | -5.0% | +5.7% | +2.1% |
| 6M | +2.2% | -8.4% | +10.7% | +4.8% |
| YTD | -20.3% | -4.0% | -16.4% | -20.5% |
| 1Y | -16.1% | +2.8% | -18.9% | -18.6% |
| 3Y | +134.7% | +10.3% | +124.4% | +108.9% |
| All | +134.7% | +10.4% | +124.3% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling