+133.3%
CEG vs CL
+39.1%
+94.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.4% | +9.0% | +11.0% |
| 7D | +7.3% | +0.5% | +6.8% | +7.7% |
| 30D | -7.4% | +11.6% | -19.0% | -2.9% |
| 3M | +2.5% | +5.6% | -3.2% | +5.1% |
| 6M | -8.8% | +13.2% | -21.9% | -3.5% |
| YTD | -21.5% | +26.9% | -48.4% | -11.8% |
| 1Y | -22.5% | +27.3% | -49.9% | -12.6% |
| 3Y | +133.3% | +39.7% | +93.6% | +115.7% |
| All | +133.3% | +39.1% | +94.2% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 3y: compounded portfolio wealth divided by compounded CL 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…
3y analysis · Full analysis span regression · 6 months rolling