+639.5%
CEG vs CL
+18.9%
+620.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.3% | +4.7% |
| 7D | +8.0% | -2.2% | +10.2% | +7.8% |
| 30D | +12.9% | -4.8% | +17.8% | +12.4% |
| 3M | +13.2% | +4.9% | +8.3% | +13.6% |
| 6M | -7.0% | -5.7% | -1.3% | -7.7% |
| YTD | -15.0% | +14.4% | -29.4% | -13.9% |
| 1Y | -2.7% | +8.7% | -11.5% | -1.2% |
| 3Y | +184.1% | +30.0% | +154.1% | +157.5% |
| All | +639.5% | +18.9% | +620.6% | +643.1% |
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