+598.5%
CEG vs STRL
+1,004.8%
-406.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.0% |
| 7D | +17.8% | +23.4% | -5.6% | +10.1% |
| 30D | -4.5% | -39.5% | +35.0% | +10.8% |
| 3M | +1.5% | -45.1% | +46.5% | +20.8% |
| 6M | -3.5% | -64.6% | +61.1% | +28.4% |
| YTD | -19.7% | -1.5% | -18.2% | -33.5% |
| 1Y | -19.8% | -20.8% | +1.0% | -27.5% |
| 3Y | +136.4% | +353.1% | -216.7% | +12.8% |
| All | +598.5% | +1,004.8% | -406.3% | +155.9% |
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