+639.5%
CEG vs CRL
-15.9%
+655.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.5% | +5.2% |
| 7D | +8.0% | -1.0% | +9.1% | +8.2% |
| 30D | +12.9% | +10.7% | +2.3% | +11.0% |
| 3M | +13.2% | +55.3% | -42.1% | +4.4% |
| 6M | -7.0% | +60.7% | -67.6% | -15.3% |
| YTD | -15.0% | +44.6% | -59.6% | -21.2% |
| 1Y | -2.7% | +77.7% | -80.5% | -13.9% |
| 3Y | +184.1% | +37.6% | +146.4% | +154.0% |
| All | +639.5% | -15.9% | +655.4% | +680.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling