+518.2%
CEG vs CLX
-33.9%
+552.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | -4.7% | +13.6% | -18.3% | -4.9% |
| 30D | -16.6% | +23.4% | -39.9% | -16.9% |
| 3M | -4.1% | -2.8% | -1.3% | -4.1% |
| 6M | -22.3% | +14.0% | -36.3% | -22.7% |
| YTD | -28.9% | +4.2% | -33.1% | -29.0% |
| 1Y | -28.5% | -1.2% | -27.3% | -28.3% |
| 3Y | +104.3% | -12.7% | +117.0% | +101.0% |
| All | +518.2% | -33.9% | +552.1% | +538.9% |
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