+579.5%
CEG vs CLF
-37.3%
+616.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.2% |
| 7D | +11.8% | +2.3% | +9.5% | +11.1% |
| 30D | -6.5% | +1.9% | -8.5% | -7.3% |
| 3M | -1.2% | +5.9% | -7.0% | -3.0% |
| 6M | -8.0% | +16.9% | -24.9% | -12.5% |
| YTD | -21.9% | -1.1% | -20.8% | -24.3% |
| 1Y | -21.4% | +28.8% | -50.3% | -27.9% |
| 3Y | +130.0% | -20.6% | +150.6% | +115.9% |
| All | +579.5% | -37.3% | +616.8% | +591.5% |
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 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