+607.3%
CEG vs TRI
-2.5%
+609.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | +0.3% | -14.4% | +14.7% | +2.2% |
| 30D | +2.9% | -8.1% | +11.0% | +3.7% |
| 3M | +18.2% | +17.5% | +0.7% | +13.3% |
| 6M | -9.5% | -5.0% | -4.6% | -9.2% |
| YTD | -18.7% | -24.7% | +6.0% | -12.3% |
| 1Y | -10.1% | -41.5% | +31.4% | +6.6% |
| 3Y | +168.3% | -20.3% | +188.7% | +168.1% |
| All | +607.3% | -2.5% | +609.8% | +489.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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