+130.1%
CEG vs STRL
+358.3%
-228.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +0.9% |
| 7D | +11.8% | +7.1% | +4.7% | +8.7% |
| 30D | -6.5% | -39.4% | +32.9% | +9.6% |
| 3M | -1.2% | -43.0% | +41.8% | +17.7% |
| 6M | -8.0% | -65.0% | +57.0% | +25.8% |
| YTD | -21.9% | -0.8% | -21.1% | -39.6% |
| 1Y | -21.4% | -20.3% | -1.1% | -32.3% |
| All | +130.1% | +358.3% | -228.2% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling