+130.1%
CEG vs TRU
+59.7%
+70.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +11.8% | 0.0% | +11.9% | +11.8% |
| 30D | -6.5% | +24.3% | -30.8% | -11.4% |
| 3M | -1.2% | +2.3% | -3.4% | -2.3% |
| 6M | -8.0% | +17.7% | -25.7% | -13.3% |
| YTD | -21.9% | -3.8% | -18.1% | -22.5% |
| 1Y | -21.4% | -0.3% | -21.1% | -23.1% |
| All | +130.1% | +59.7% | +70.4% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling