-2.7%
CEG vs TRV
+34.7%
-37.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +4.5% |
| 7D | +8.0% | -0.1% | +8.2% | +8.0% |
| 30D | +12.9% | -3.4% | +16.4% | +11.9% |
| 3M | +13.2% | +26.4% | -13.2% | +21.2% |
| 6M | -7.0% | +19.3% | -26.3% | -2.7% |
| YTD | -15.0% | +28.3% | -43.3% | -8.1% |
| 1Y | -2.7% | +34.3% | -37.0% | +7.5% |
| All | -2.7% | +34.7% | -37.4% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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