-23.1%
CEG vs CLF
+14.6%
-37.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +7.0% | +3.5% | +9.0% |
| 7D | +7.3% | -14.1% | +21.4% | +10.4% |
| 30D | -7.4% | -5.5% | -1.8% | -6.5% |
| 3M | +2.5% | 0.0% | +2.5% | +2.0% |
| 6M | -8.8% | +11.3% | -20.0% | -12.0% |
| YTD | -21.5% | -7.7% | -13.8% | -25.4% |
| All | -23.1% | +14.6% | -37.7% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling