+639.5%
CEG vs CCL
+8.9%
+630.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +8.0% | -5.0% | +13.1% | +9.2% |
| 30D | +12.9% | -20.3% | +33.3% | +18.3% |
| 3M | +13.2% | -15.1% | +28.3% | +16.7% |
| 6M | -7.0% | -15.1% | +8.1% | -4.6% |
| YTD | -15.0% | -21.8% | +6.8% | -11.7% |
| 1Y | -2.7% | -24.8% | +22.1% | +1.3% |
| 3Y | +184.1% | +51.9% | +132.2% | +155.5% |
| All | +639.5% | +8.9% | +630.5% | +534.8% |
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 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