+593.1%
CEG vs TRV
+167.6%
+425.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +12.1% | +2.0% | +10.1% | +11.9% |
| 30D | +0.2% | +6.7% | -6.5% | -0.5% |
| 3M | +0.7% | +9.4% | -8.6% | -0.4% |
| 6M | +2.2% | +37.7% | -35.5% | -2.7% |
| YTD | -20.3% | +40.6% | -60.9% | -24.6% |
| 1Y | -16.1% | +42.4% | -58.5% | -20.8% |
| 3Y | +134.7% | +148.1% | -13.4% | +86.6% |
| All | +593.1% | +167.6% | +425.4% | +429.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling