-3.5%
CEG vs TRU
+15.7%
-19.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +2.6% |
| 7D | +17.8% | -2.2% | +20.0% | +17.4% |
| 30D | -4.5% | +20.2% | -24.7% | -2.9% |
| 3M | +1.5% | +2.2% | -0.8% | +1.3% |
| 6M | -3.5% | +17.6% | -21.1% | -6.1% |
| All | -3.5% | +15.7% | -19.2% | -6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling