+582.9%
CEG vs STRL
+964.7%
-381.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +15.0% | -4.5% | +5.6% |
| 7D | +7.3% | -13.3% | +20.7% | +11.2% |
| 30D | -7.4% | -43.3% | +36.0% | +9.8% |
| 3M | +2.5% | -46.9% | +49.3% | +23.3% |
| 6M | -8.8% | -65.6% | +56.8% | +22.5% |
| YTD | -21.5% | -5.1% | -16.4% | -34.2% |
| 1Y | -22.5% | -23.1% | +0.5% | -29.3% |
| 3Y | +133.3% | +346.8% | -213.5% | +12.1% |
| All | +582.9% | +964.7% | -381.8% | +153.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling