+639.7%
CEG vs ECL
+36.2%
+603.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +6.7% | -0.8% | +7.4% | +7.0% |
| 30D | +11.0% | -2.5% | +13.5% | +12.0% |
| 3M | +19.5% | +8.3% | +11.1% | +15.3% |
| 6M | -5.9% | -1.1% | -4.8% | -5.9% |
| YTD | -15.0% | +6.5% | -21.5% | -17.6% |
| 1Y | +0.6% | +2.1% | -1.4% | -1.2% |
| 3Y | +180.6% | +57.6% | +123.0% | +127.4% |
| All | +639.7% | +36.2% | +603.5% | +528.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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