+492.8%
CEG vs CL
+32.9%
+459.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -9.4% | +5.9% | -15.4% | -8.7% |
| 30D | -20.2% | +13.8% | -34.0% | -18.9% |
| 3M | -9.5% | +6.4% | -15.9% | -8.6% |
| 6M | -25.0% | +15.6% | -40.6% | -23.6% |
| YTD | -31.9% | +27.9% | -59.8% | -30.0% |
| 1Y | -33.7% | +31.4% | -65.1% | -31.8% |
| 3Y | +108.7% | +41.4% | +67.3% | +94.1% |
| All | +492.8% | +32.9% | +459.9% | +504.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling