-2.7%
CEG vs CCL
-23.9%
+21.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +8.0% | -5.0% | +13.1% | +9.1% |
| 30D | +12.9% | -20.3% | +33.3% | +17.8% |
| 3M | +13.2% | -15.1% | +28.3% | +16.5% |
| 6M | -7.0% | -15.1% | +8.1% | -5.0% |
| YTD | -15.0% | -21.8% | +6.8% | -12.3% |
| 1Y | -2.7% | -24.8% | +22.1% | -3.5% |
| All | -2.7% | -23.9% | +21.2% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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