-31.9%
CEG vs CCL
+17.9%
-49.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +7.3% | -14.0% | -8.2% |
| 7D | -4.8% | +11.6% | -16.4% | -7.3% |
| 30D | -8.2% | +22.5% | -30.7% | -12.5% |
| 3M | -7.9% | +6.4% | -14.3% | -9.8% |
| 6M | -23.2% | +23.4% | -46.6% | -27.4% |
| YTD | -30.1% | +4.2% | -34.3% | -32.4% |
| 1Y | -31.9% | +21.9% | -53.8% | -35.4% |
| All | -31.9% | +17.9% | -49.8% | -35.4% |
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