-30.8%
TLT vs CEG
+583.3%
-614.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | 0.0% |
| 7D | +0.1% | -4.7% | +4.8% | +0.1% |
| 30D | +6.2% | -16.6% | +22.8% | +6.3% |
| 3M | +0.1% | -4.1% | +4.2% | 0.0% |
| 6M | -3.0% | -22.3% | +19.4% | -2.9% |
| YTD | -2.7% | -28.9% | +26.2% | -2.7% |
| 1Y | -4.8% | -28.5% | +23.6% | -4.8% |
| 3Y | +6.9% | +104.3% | -97.4% | +4.6% |
| All | -30.8% | +583.3% | -614.1% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling