+639.7%
CEG vs CCL
+7.5%
+632.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +6.7% | -0.1% | +6.8% | +6.7% |
| 30D | +11.0% | -20.0% | +30.9% | +16.2% |
| 3M | +19.5% | -13.7% | +33.1% | +22.8% |
| 6M | -5.9% | -9.0% | +3.2% | -4.8% |
| YTD | -15.0% | -22.8% | +7.8% | -11.4% |
| 1Y | +0.6% | -25.3% | +25.9% | +5.0% |
| 3Y | +180.6% | +54.1% | +126.5% | +152.2% |
| All | +639.7% | +7.5% | +632.2% | +536.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling