+626.9%
CEG vs TRI
-1.2%
+628.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.5% |
| 7D | +1.3% | -8.4% | +9.7% | +2.3% |
| 30D | +8.8% | -6.5% | +15.3% | +9.5% |
| 3M | +17.0% | +18.6% | -1.6% | +12.0% |
| 6M | -8.7% | -10.4% | +1.7% | -6.5% |
| YTD | -16.4% | -23.7% | +7.3% | -10.1% |
| 1Y | -1.8% | -42.5% | +40.7% | +17.8% |
| 3Y | +175.8% | -19.3% | +195.1% | +175.1% |
| All | +626.9% | -1.2% | +628.2% | +504.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling