+492.8%
CEG vs CLF
-46.2%
+539.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -12.2% | +9.8% | 0.0% |
| 7D | -9.4% | -21.0% | +11.5% | -5.2% |
| 30D | -20.2% | -8.0% | -12.2% | -19.2% |
| 3M | -9.5% | -10.9% | +1.4% | -8.0% |
| 6M | -25.0% | +5.8% | -30.8% | -27.2% |
| YTD | -31.9% | -15.1% | -16.7% | -32.0% |
| 1Y | -33.7% | +7.2% | -40.9% | -36.8% |
| 3Y | +108.7% | -34.2% | +142.9% | +103.4% |
| All | +492.8% | -46.2% | +539.0% | +521.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling