+172.4%
CEG vs TRI
-19.2%
+191.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.6% |
| 7D | +1.3% | -8.4% | +9.7% | +1.7% |
| 30D | +8.8% | -6.5% | +15.3% | +9.0% |
| 3M | +17.0% | +18.6% | -1.6% | +14.2% |
| 6M | -8.7% | -10.4% | +1.7% | -6.1% |
| YTD | -16.4% | -23.7% | +7.3% | -10.8% |
| 1Y | -1.8% | -42.5% | +40.7% | +14.8% |
| All | +172.4% | -19.2% | +191.7% | +164.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling