+639.5%
CEG vs TXT
+5.3%
+634.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | +8.0% | -4.8% | +12.8% | +10.0% |
| 30D | +12.9% | -10.6% | +23.6% | +17.7% |
| 3M | +13.2% | -13.2% | +26.3% | +18.9% |
| 6M | -7.0% | -20.3% | +13.4% | +0.7% |
| YTD | -15.0% | -9.3% | -5.7% | -13.1% |
| 1Y | -2.7% | -2.7% | 0.0% | -3.7% |
| 3Y | +184.1% | +1.4% | +182.7% | +166.0% |
| All | +639.5% | +5.3% | +634.2% | +531.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling