+68.9%
TER vs CEG
+654.8%
-585.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +10.5% | +2.3% | +8.7% |
| 7D | -5.8% | +7.3% | -13.1% | -7.9% |
| 30D | -38.9% | -7.4% | -31.5% | -36.9% |
| 3M | -35.1% | +2.5% | -37.6% | -35.6% |
| 6M | -31.6% | -8.8% | -22.8% | -29.2% |
| YTD | +27.2% | -21.5% | +48.7% | +37.4% |
| 1Y | +35.2% | -22.5% | +57.8% | +46.7% |
| 3Y | +192.8% | +133.3% | +59.5% | +118.0% |
| All | +68.9% | +654.8% | -585.8% | +19.7% |
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 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