+59.4%
T vs CEG
+717.5%
-658.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.5% | +6.7% | -8.2% | -1.6% |
| 30D | +7.6% | +11.0% | -3.4% | +7.5% |
| 3M | +15.3% | +19.5% | -4.2% | +15.2% |
| 6M | -8.5% | -5.9% | -2.6% | -8.5% |
| YTD | +6.8% | -15.0% | +21.7% | +6.8% |
| 1Y | -7.2% | +0.6% | -7.9% | -7.4% |
| 3Y | +108.2% | +180.6% | -72.4% | +91.0% |
| All | +59.4% | +717.5% | -658.1% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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