+626.9%
CEG vs TRU
-26.3%
+653.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +1.3% | -6.5% | +7.8% | +2.9% |
| 30D | +8.8% | -2.5% | +11.3% | +9.2% |
| 3M | +17.0% | +10.4% | +6.6% | +12.6% |
| 6M | -8.7% | +1.6% | -10.4% | -10.5% |
| YTD | -16.4% | -9.7% | -6.7% | -15.8% |
| 1Y | -1.8% | -17.3% | +15.5% | +1.0% |
| 3Y | +175.8% | -1.8% | +177.6% | +164.5% |
| All | +626.9% | -26.3% | +653.2% | +640.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling