+562.3%
CEG vs TRMB
-27.3%
+589.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | +1.7% | -16.6% | +18.2% | +8.3% |
| 30D | -10.2% | -8.9% | -1.3% | -7.5% |
| 3M | -0.8% | -6.3% | +5.5% | +0.9% |
| 6M | -11.5% | -10.0% | -1.6% | -9.1% |
| YTD | -23.9% | -30.1% | +6.3% | -13.7% |
| 1Y | -25.4% | -31.3% | +5.9% | -14.8% |
| 3Y | +124.2% | +30.8% | +93.3% | +103.0% |
| All | +562.3% | -27.3% | +589.6% | +580.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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