-30.8%
TLT vs CEG
+717.3%
-748.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | +0.1% |
| 7D | -0.4% | +8.0% | -8.5% | -0.5% |
| 30D | -0.6% | +12.9% | -13.5% | -0.7% |
| 3M | -2.7% | +13.2% | -15.9% | -2.8% |
| 6M | -5.6% | -7.0% | +1.4% | -5.7% |
| YTD | -2.8% | -15.0% | +12.2% | -2.8% |
| 1Y | -1.4% | -2.7% | +1.3% | -1.5% |
| 3Y | -1.6% | +184.1% | -185.6% | -4.3% |
| All | -30.8% | +717.3% | -748.1% | -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 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