+639.5%
CEG vs TRU
-23.6%
+663.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.9% | +10.8% | +6.4% |
| 7D | +8.0% | -6.8% | +14.8% | +9.8% |
| 30D | +12.9% | 0.0% | +12.9% | +12.6% |
| 3M | +13.2% | +13.3% | -0.1% | +8.3% |
| 6M | -7.0% | +3.4% | -10.4% | -9.1% |
| YTD | -15.0% | -6.4% | -8.6% | -15.1% |
| 1Y | -2.7% | -9.7% | +7.0% | -2.6% |
| 3Y | +184.1% | +0.1% | +183.9% | +171.5% |
| All | +639.5% | -23.6% | +663.0% | +646.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling