+43.2%
TER vs CEG
-33.0%
+76.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.7% | -0.1% | -2.6% |
| 7D | -19.9% | -4.8% | -15.1% | -17.3% |
| 30D | -43.5% | -8.2% | -35.4% | -40.8% |
| 3M | -37.8% | -7.9% | -29.9% | -34.8% |
| 6M | -25.6% | -23.2% | -2.3% | -13.7% |
| YTD | +29.8% | -30.1% | +60.0% | +53.7% |
| 1Y | +43.2% | -31.9% | +75.1% | +71.8% |
| All | +43.2% | -33.0% | +76.2% | +71.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling