-2.7%
CEG vs STRL
+76.3%
-79.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.8% | -0.9% | +3.8% |
| 7D | +8.0% | +3.4% | +4.6% | +7.3% |
| 30D | +12.9% | -9.2% | +22.2% | +14.8% |
| 3M | +13.2% | -51.0% | +64.2% | +28.1% |
| 6M | -7.0% | +15.8% | -22.8% | -18.0% |
| YTD | -15.0% | +58.9% | -73.9% | -35.8% |
| 1Y | -2.7% | +68.5% | -71.2% | -26.2% |
| All | -2.7% | +76.3% | -79.0% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling