-31.9%
CEG vs TRV
+54.4%
-86.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.5% | -10.2% | -5.5% |
| 7D | -4.8% | +3.9% | -8.7% | -3.4% |
| 30D | -8.2% | +13.5% | -21.6% | -4.3% |
| 3M | -7.9% | +8.9% | -16.8% | -4.9% |
| 6M | -23.2% | +36.8% | -60.0% | -16.5% |
| YTD | -30.1% | +42.7% | -72.8% | -22.8% |
| 1Y | -31.9% | +49.9% | -81.7% | -23.7% |
| All | -31.9% | +54.4% | -86.3% | -23.7% |
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