+180.8%
CEG vs CLX
-32.3%
+213.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +4.7% |
| 7D | +8.0% | -9.2% | +17.3% | +6.8% |
| 30D | +12.9% | -11.0% | +24.0% | +11.4% |
| 3M | +13.2% | +5.0% | +8.1% | +14.1% |
| 6M | -7.0% | -18.8% | +11.8% | -9.4% |
| YTD | -15.0% | -4.4% | -10.6% | -14.6% |
| 1Y | -2.7% | -21.9% | +19.1% | -4.5% |
| All | +180.8% | -32.3% | +213.1% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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