-31.2%
TLT vs CEG
+703.5%
-734.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -0.3% | +1.3% | -1.6% | -0.3% |
| 30D | 0.0% | +8.8% | -8.9% | -0.1% |
| 3M | -2.9% | +17.0% | -19.8% | -3.0% |
| 6M | -6.3% | -8.7% | +2.5% | -6.3% |
| YTD | -3.3% | -16.4% | +13.1% | -3.4% |
| 1Y | -4.2% | -1.8% | -2.5% | -4.3% |
| 3Y | -1.7% | +175.8% | -177.5% | -4.4% |
| All | -31.2% | +703.5% | -734.7% | -35.9% |
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