+593.1%
CEG vs CRL
-1.5%
+594.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | +12.1% | +0.1% | +12.0% | +12.1% |
| 30D | +0.2% | +11.9% | -11.7% | -1.6% |
| 3M | +0.7% | +20.2% | -19.4% | -2.5% |
| 6M | +2.2% | +107.5% | -105.3% | -10.7% |
| YTD | -20.3% | +69.4% | -89.8% | -28.2% |
| 1Y | -16.1% | +99.7% | -115.8% | -26.9% |
| 3Y | +134.7% | +98.8% | +35.9% | +92.3% |
| All | +593.1% | -1.5% | +594.5% | +611.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling