+639.7%
CEG vs CLX
-40.3%
+679.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +6.7% | -3.5% | +10.2% | +6.8% |
| 30D | +11.0% | -11.9% | +22.8% | +11.3% |
| 3M | +19.5% | -2.6% | +22.1% | +19.5% |
| 6M | -5.9% | -18.2% | +12.3% | -5.3% |
| YTD | -15.0% | -5.9% | -9.1% | -14.9% |
| 1Y | +0.6% | -23.8% | +24.5% | +2.1% |
| 3Y | +180.6% | -33.6% | +214.2% | +187.2% |
| All | +639.7% | -40.3% | +679.9% | +666.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling