+59.6%
T vs CEG
+114.1%
-54.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -0.7% |
| 7D | +1.0% | -4.7% | +5.8% | +0.9% |
| 30D | -10.6% | -16.6% | +6.0% | -11.0% |
| 3M | -7.7% | -4.1% | -3.6% | -7.9% |
| 6M | -13.3% | -22.3% | +9.0% | -13.8% |
| YTD | -8.8% | -28.9% | +20.2% | -9.3% |
| 1Y | -8.4% | -28.5% | +20.1% | -8.9% |
| 3Y | +59.6% | +104.3% | -44.6% | +48.7% |
| All | +59.6% | +114.1% | -54.5% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling