+593.0%
CEG vs CLF
-39.6%
+632.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.1% |
| 7D | +12.1% | +10.4% | +1.7% | +9.9% |
| 30D | +0.2% | +0.6% | -0.3% | -0.3% |
| 3M | +0.7% | +4.1% | -3.4% | -0.8% |
| 6M | +2.2% | +15.1% | -12.9% | -2.4% |
| YTD | -20.3% | -4.7% | -15.6% | -22.3% |
| 1Y | -16.1% | +20.4% | -36.4% | -21.9% |
| 3Y | +134.7% | -23.4% | +158.1% | +121.9% |
| All | +593.0% | -39.6% | +632.7% | +610.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling