+518.2%
CEG vs CL
+30.0%
+488.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.0% |
| 7D | -4.7% | +1.3% | -6.1% | -4.5% |
| 30D | -16.6% | +11.4% | -27.9% | -15.4% |
| 3M | -4.1% | +4.4% | -8.5% | -3.5% |
| 6M | -22.3% | +10.8% | -33.1% | -21.3% |
| YTD | -28.9% | +25.1% | -54.1% | -27.2% |
| 1Y | -28.5% | +28.0% | -56.4% | -26.6% |
| 3Y | +104.3% | +37.6% | +66.7% | +89.8% |
| All | +518.2% | +30.0% | +488.2% | +528.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling