+104.3%
CEG vs CRL
+86.4%
+17.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.8% | -3.5% | +3.3% |
| 7D | -4.7% | -6.1% | +1.4% | -4.1% |
| 30D | -16.6% | +12.4% | -29.0% | -17.6% |
| 3M | -4.1% | +27.1% | -31.2% | -6.7% |
| 6M | -22.3% | +85.7% | -108.0% | -27.8% |
| YTD | -28.9% | +69.2% | -98.1% | -33.4% |
| 1Y | -28.5% | +97.5% | -126.0% | -34.3% |
| 3Y | +104.3% | +86.1% | +18.2% | +87.8% |
| All | +104.3% | +86.4% | +17.9% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling