+49.9%
TER vs CEG
+583.3%
-533.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +1.0% |
| 7D | -20.5% | -4.7% | -15.7% | -18.8% |
| 30D | -47.0% | -16.6% | -30.4% | -43.1% |
| 3M | -43.3% | -4.1% | -39.2% | -42.4% |
| 6M | -42.9% | -22.3% | -20.6% | -37.4% |
| YTD | +12.9% | -28.9% | +41.8% | +26.4% |
| 1Y | +18.2% | -28.5% | +46.6% | +32.1% |
| 3Y | +151.8% | +104.3% | +47.5% | +96.3% |
| All | +49.9% | +583.3% | -533.4% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling