+518.2%
CEG vs TXT
+11.3%
+507.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +5.0% |
| 7D | -4.7% | -2.5% | -2.2% | -3.9% |
| 30D | -16.6% | +14.4% | -31.0% | -20.9% |
| 3M | -4.1% | -4.9% | +0.8% | -2.7% |
| 6M | -22.3% | -10.2% | -12.1% | -19.6% |
| YTD | -28.9% | -4.1% | -24.8% | -29.1% |
| 1Y | -28.5% | +4.0% | -32.4% | -31.0% |
| 3Y | +104.3% | +8.0% | +96.3% | +86.2% |
| All | +518.2% | +11.3% | +507.0% | +415.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling