+104.3%
CEG vs STRL
+233.5%
-129.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.8% | +3.1% |
| 7D | -4.7% | -26.9% | +22.2% | +5.0% |
| 30D | -16.6% | -52.7% | +36.1% | +6.6% |
| 3M | -4.1% | -52.8% | +48.7% | +21.9% |
| 6M | -22.3% | -71.5% | +49.1% | +13.8% |
| YTD | -28.9% | -17.4% | -11.5% | -41.0% |
| 1Y | -28.5% | -35.0% | +6.5% | -33.3% |
| 3Y | +104.3% | +239.2% | -134.9% | -16.5% |
| All | +104.3% | +233.5% | -129.2% | -16.5% |
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