-2.7%
CEG vs CRL
+78.8%
-81.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.5% | +5.0% |
| 7D | +8.0% | -1.0% | +9.1% | +8.1% |
| 30D | +12.9% | +10.7% | +2.3% | +12.4% |
| 3M | +13.2% | +55.3% | -42.1% | +9.9% |
| 6M | -7.0% | +60.7% | -67.6% | -10.1% |
| YTD | -15.0% | +44.6% | -59.6% | -16.1% |
| 1Y | -2.7% | +77.7% | -80.5% | -5.7% |
| All | -2.7% | +78.8% | -81.6% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling