+604.3%
CEG vs TRV
+149.0%
+455.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.7% |
| 7D | -4.8% | +1.9% | -6.7% | -5.0% |
| 30D | +2.3% | +1.7% | +0.6% | +2.1% |
| 3M | +15.6% | +23.9% | -8.3% | +11.6% |
| 6M | -5.0% | +26.3% | -31.3% | -8.6% |
| YTD | -19.0% | +30.8% | -49.9% | -22.7% |
| 1Y | -10.0% | +36.3% | -46.3% | -14.9% |
| 3Y | +163.9% | +145.0% | +18.9% | +107.1% |
| All | +604.3% | +149.0% | +455.3% | +443.1% |
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