+155.5%
TER vs CEG
+717.5%
-562.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +11.0% | +6.7% | +4.3% | +8.4% |
| 30D | -1.9% | +11.0% | -12.8% | -5.5% |
| 3M | -0.7% | +19.5% | -20.1% | -6.6% |
| 6M | +36.4% | -5.9% | +42.2% | +39.0% |
| YTD | +92.4% | -15.0% | +107.4% | +101.6% |
| 1Y | +213.5% | +0.6% | +212.9% | +212.9% |
| 3Y | +277.2% | +180.6% | +96.6% | +163.9% |
| All | +155.5% | +717.5% | -562.0% | +75.7% |
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