+639.5%
CEG vs STRL
+1,682.0%
-1,042.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.8% | -0.9% | +3.1% |
| 7D | +8.0% | +3.4% | +4.6% | +6.9% |
| 30D | +12.9% | -9.2% | +22.2% | +16.0% |
| 3M | +13.2% | -51.0% | +64.2% | +38.8% |
| 6M | -7.0% | +15.8% | -22.8% | -22.4% |
| YTD | -15.0% | +58.9% | -73.9% | -38.7% |
| 1Y | -2.7% | +68.5% | -71.2% | -32.7% |
| 3Y | +184.1% | +485.2% | -301.2% | +22.9% |
| All | +639.5% | +1,682.0% | -1,042.6% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling