-30.8%
TLT vs CEG
+717.5%
-748.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | +6.7% | -6.3% | +0.3% |
| 30D | -0.3% | +11.0% | -11.3% | -0.4% |
| 3M | -1.7% | +19.5% | -21.2% | -1.9% |
| 6M | -4.9% | -5.9% | +1.0% | -4.9% |
| YTD | -2.8% | -15.0% | +12.2% | -2.8% |
| 1Y | -4.2% | +0.6% | -4.8% | -4.3% |
| 3Y | -1.1% | +180.6% | -181.7% | -3.8% |
| All | -30.8% | +717.5% | -748.4% | -35.5% |
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 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