+639.5%
CEG vs TRI
+7.6%
+631.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.4% | +10.3% | +5.6% |
| 7D | +8.0% | -0.5% | +8.5% | +8.0% |
| 30D | +12.9% | +7.9% | +5.1% | +11.5% |
| 3M | +13.2% | +24.1% | -10.9% | +8.1% |
| 6M | -7.0% | +3.8% | -10.8% | -7.6% |
| YTD | -15.0% | -16.9% | +1.9% | -9.5% |
| 1Y | -2.7% | -38.4% | +35.7% | +16.3% |
| 3Y | +184.1% | -12.2% | +196.3% | +180.6% |
| All | +639.5% | +7.6% | +631.8% | +508.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling