+518.2%
CEG vs CCL
+37.7%
+480.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | -4.7% | +3.1% | -7.9% | -5.6% |
| 30D | -16.6% | +13.7% | -30.3% | -19.0% |
| 3M | -4.1% | +3.8% | -7.9% | -5.4% |
| 6M | -22.3% | +9.3% | -31.6% | -24.4% |
| YTD | -28.9% | -1.1% | -27.8% | -30.0% |
| 1Y | -28.5% | +14.6% | -43.0% | -31.9% |
| 3Y | +104.3% | +146.4% | -42.1% | +68.9% |
| All | +518.2% | +37.7% | +480.5% | +403.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling