-1.1%
TLT vs CEG
+181.7%
-182.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | +6.7% | -6.3% | +0.4% |
| 30D | -0.3% | +11.0% | -11.3% | -0.3% |
| 3M | -1.7% | +19.5% | -21.2% | -1.8% |
| 6M | -4.9% | -5.9% | +1.0% | -5.0% |
| YTD | -2.8% | -15.0% | +12.2% | -3.0% |
| 1Y | -4.2% | +0.6% | -4.8% | -4.2% |
| 3Y | -1.1% | +180.6% | -181.7% | -3.8% |
| All | -1.1% | +181.7% | -182.8% | -3.8% |
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