+639.5%
CEG vs CLX
-39.3%
+678.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +4.9% |
| 7D | +8.0% | -9.2% | +17.3% | +8.3% |
| 30D | +12.9% | -11.0% | +24.0% | +13.2% |
| 3M | +13.2% | +5.0% | +8.1% | +12.8% |
| 6M | -7.0% | -18.8% | +11.8% | -6.4% |
| YTD | -15.0% | -4.4% | -10.6% | -15.0% |
| 1Y | -2.7% | -21.9% | +19.1% | -1.4% |
| 3Y | +184.1% | -32.8% | +216.8% | +190.9% |
| All | +639.5% | -39.3% | +678.8% | +665.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling