+18.2%
TER vs CEG
-30.4%
+48.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | -0.2% |
| 7D | -20.5% | -4.7% | -15.7% | -17.8% |
| 30D | -47.0% | -16.6% | -30.4% | -40.6% |
| 3M | -43.3% | -4.1% | -39.2% | -41.9% |
| 6M | -42.9% | -22.3% | -20.6% | -34.2% |
| YTD | +12.9% | -28.9% | +41.8% | +32.2% |
| 1Y | +18.2% | -28.5% | +46.6% | +36.3% |
| All | +18.2% | -30.4% | +48.5% | +36.3% |
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