-10.1%
CEG vs TRU
-17.6%
+7.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +0.3% | -9.4% | +9.7% | +0.5% |
| 30D | +2.9% | -4.1% | +7.0% | +2.8% |
| 3M | +18.2% | +13.6% | +4.6% | +16.1% |
| 6M | -9.5% | +3.6% | -13.1% | -10.3% |
| YTD | -18.7% | -9.8% | -8.9% | -19.1% |
| 1Y | -10.1% | -13.6% | +3.5% | -11.4% |
| All | -10.1% | -17.6% | +7.5% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling