+639.7%
CEG vs CRL
-18.2%
+657.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.5% |
| 7D | +6.7% | -0.6% | +7.2% | +6.8% |
| 30D | +11.0% | +5.0% | +6.0% | +10.0% |
| 3M | +19.5% | +50.6% | -31.1% | +10.8% |
| 6M | -5.9% | +60.9% | -66.8% | -14.4% |
| YTD | -15.0% | +40.7% | -55.7% | -20.8% |
| 1Y | +0.6% | +73.3% | -72.7% | -10.5% |
| 3Y | +180.6% | +40.6% | +140.1% | +148.5% |
| All | +639.7% | -18.2% | +657.8% | +684.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling