+238.5%
TER vs CEG
+186.0%
+52.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.9% | +0.6% | +3.6% |
| 7D | +0.6% | +8.0% | -7.4% | -2.4% |
| 30D | -8.3% | +12.9% | -21.2% | -12.5% |
| 3M | -12.2% | +13.2% | -25.4% | -16.0% |
| 6M | +17.1% | -7.0% | +24.1% | +20.0% |
| YTD | +84.7% | -15.0% | +99.7% | +93.5% |
| 1Y | +199.9% | -2.7% | +202.7% | +202.3% |
| All | +238.5% | +186.0% | +52.5% | +154.5% |
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