+518.2%
CEG vs TRMB
-28.1%
+546.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.0% |
| 7D | -4.7% | -16.7% | +11.9% | +1.5% |
| 30D | -16.6% | -9.9% | -6.7% | -13.7% |
| 3M | -4.1% | -7.6% | +3.5% | -1.9% |
| 6M | -22.3% | -14.7% | -7.6% | -18.5% |
| YTD | -28.9% | -30.9% | +2.0% | -19.1% |
| 1Y | -28.5% | -31.3% | +2.9% | -18.3% |
| 3Y | +104.3% | +29.4% | +74.9% | +85.6% |
| All | +518.2% | -28.1% | +546.4% | +538.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling