+104.3%
CEG vs CLF
-33.4%
+137.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +4.0% |
| 7D | -4.7% | -19.6% | +14.8% | -0.6% |
| 30D | -16.6% | -5.0% | -11.6% | -16.0% |
| 3M | -4.1% | -6.3% | +2.2% | -3.5% |
| 6M | -22.3% | +2.8% | -25.1% | -24.2% |
| YTD | -28.9% | -13.7% | -15.2% | -29.3% |
| 1Y | -28.5% | +13.6% | -42.0% | -32.7% |
| 3Y | +104.3% | -34.0% | +138.3% | +98.5% |
| All | +104.3% | -33.4% | +137.7% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling