-16.1%
CEG vs TRV
+43.0%
-59.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +12.1% | +2.0% | +10.1% | +13.0% |
| 30D | +0.2% | +6.7% | -6.5% | +2.6% |
| 3M | +0.7% | +9.4% | -8.6% | +4.0% |
| 6M | +2.2% | +37.7% | -35.5% | +11.7% |
| YTD | -20.3% | +40.6% | -60.9% | -11.9% |
| 1Y | -16.1% | +42.4% | -58.5% | -6.8% |
| All | -16.1% | +43.0% | -59.1% | -6.8% |
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 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