+562.3%
CEG vs STRL
+960.7%
-398.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | +1.7% | -19.8% | +21.5% | +8.1% |
| 30D | -10.2% | -43.6% | +33.4% | +6.6% |
| 3M | -0.8% | -45.2% | +44.4% | +18.2% |
| 6M | -11.5% | -65.7% | +54.2% | +19.0% |
| YTD | -23.9% | -5.4% | -18.4% | -36.1% |
| 1Y | -25.4% | -24.7% | -0.7% | -31.3% |
| 3Y | +124.2% | +335.0% | -210.9% | +8.4% |
| All | +562.3% | +960.7% | -398.4% | +146.0% |
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