-10.1%
CEG vs TRI
-42.8%
+32.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.8% |
| 7D | +0.3% | -14.4% | +14.7% | -0.9% |
| 30D | +2.9% | -8.1% | +11.0% | +2.2% |
| 3M | +18.2% | +17.5% | +0.7% | +19.4% |
| 6M | -9.5% | -5.0% | -4.6% | -7.5% |
| YTD | -18.7% | -24.7% | +6.0% | -20.7% |
| 1Y | -10.1% | -41.5% | +31.4% | -13.9% |
| All | -10.1% | -42.8% | +32.6% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling